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Mathematics  2005 

Large deviations for renormalized self-intersection local times of stable processes

DOI: 10.1214/009117904000001099

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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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