2010
DOI: 10.1214/09-aihp318
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Shape transition under excess self-intersections for transient random walk

Abstract: We reveal a shape transition for a transient simple random walk forced to realize an excess q-norm of the local times, as the parameter q crosses the value q c (d) = d d−2 . Also, as an application of our approach, we establish a central limit theorem for the q-norm of the local times in dimension 4 or more.Abstract in French: Nous décrivons un phénomène de transition de forme d'une marche aléatoire transiente forcéeà réaliser une grande valeur de la norme-q du temps local, lorsque le paramètre q traverse la v… Show more

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Cited by 5 publications
(10 citation statements)
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“…In this paper, motivated by the results of Spitzer [19] for genuinely d-dimensional random walks and the approach of Becker and König [3](see also Asselah [2] where non-integer α is also treated) we shall study the asymptotic behavior of var(L n (α)) without imposing any moment assumptions on the random walk. The central idea behind our approach is to compare the selfintersection local times L n (α) of a general d-dimensional walk with those of its symmetrised version.…”
Section: Introduction and Main Resultsmentioning
confidence: 99%
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“…In this paper, motivated by the results of Spitzer [19] for genuinely d-dimensional random walks and the approach of Becker and König [3](see also Asselah [2] where non-integer α is also treated) we shall study the asymptotic behavior of var(L n (α)) without imposing any moment assumptions on the random walk. The central idea behind our approach is to compare the selfintersection local times L n (α) of a general d-dimensional walk with those of its symmetrised version.…”
Section: Introduction and Main Resultsmentioning
confidence: 99%
“…The result was motivated by [19] and [3] (and improves related results of Becker and Konig for d = 3 and d = 4). Several cases treated in [2,4,5,8,10,7,3,17] can then be obtained as particular cases.…”
Section: Introduction and Main Resultsmentioning
confidence: 99%
See 1 more Smart Citation
“…The large deviations, and central limit theorem for l n q are tackled in [2]: we establish a shape transition in the walk's strategy to realize the deviations { l n q q − E[ l n q q ] ≥ nξ} with ξ > 0. This transition occurs at a critical value q c (d) = d d−2 suggesting the following picture.…”
Section: On Self-intersection Local Timesmentioning
confidence: 99%
“…Now, the aymptotic behaviour is found as we maximize βn 1/10 u − u 2 2c d , which is c d β 2 n 1/5 /2. In other words, it is a simple computation that we omit, which yields for any β > 0, lim n→∞ 1 n 1/5 log Z I (β) = c d β 2 2 .…”
Section: (52)mentioning
confidence: 99%