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Upper tails of self-intersection local times of random walks: survey of proof techniques
Actes des rencontres du CIRM, 2 no. 1: Déviations pour les temps locaux d’auto-intersections (2010), p. 15-24, doi: 10.5802/acirm.18
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Class. Math.: 60K37, 60F10, 60J55
Mots clés: Self-intersection local time, upper tail, Donsker-Varadhan large deviations, variational formula
Résumé - Abstract
The asymptotics of the probability that the self-intersection local time of a random walk on $\mathbb{Z}^d$ exceeds its expectation by a large amount is a fascinating subject because of its relation to some models from Statistical Mechanics, to large-deviation theory and variational analysis and because of the variety of the effects that can be observed. However, the proof of the upper bound is notoriously difficult and requires various sophisticated techniques. We survey some heuristics and some recently elaborated techniques and results. This is an extended summary of a talk held on the CIRM-conference on Excess self-intersection local times, and related topics in Luminy, 6-10 Dec., 2010.
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