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Mathematics 2005
Large deviations for renormalized self-intersection local times of stable processesDOI: 10.1214/009117904000001099 Abstract: We study large deviations for the renormalized self-intersection local time of d-dimensional stable processes of index \beta \in (2d/3,d]. We find a difference between the upper and lower tail. In addition, we find that the behavior of the lower tail depends critically on whether \beta
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