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Upper tail asymptotics for the intersection local times of random walks in high dimensions
Actes des rencontres du CIRM, Tome 2 (2010) no. 1, pp. 27-29.

In high dimensions two independent simple random walks have only a finite number of intersections. I describe the main result obtained in a joint paper with Xia Chen in which we determine the exact upper tail behaviour of the intersection local time.

Publié le :
DOI : https://doi.org/10.5802/acirm.20 
@article{ACIRM_2010__2_1_27_0,
     author = {Peter M\"orters},
     title = {Upper tail asymptotics for the intersection local times of random walks in high dimensions},
     journal = {Actes des rencontres du CIRM},
     pages = {27--29},
     publisher = {CIRM},
     volume = {2},
     number = {1},
     year = {2010},
     doi = {10.5802/acirm.20},
     language = {en},
     url = {https://acirm.centre-mersenne.org/articles/10.5802/acirm.20/}
}
Mörters, Peter. Upper tail asymptotics for the intersection local times of random walks in high dimensions. Actes des rencontres du CIRM, Tome 2 (2010) no. 1, pp. 27-29. doi : 10.5802/acirm.20. https://acirm.centre-mersenne.org/articles/10.5802/acirm.20/

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[4] W. König and P. Mörters. Brownian intersection local times: Upper tail asymptotics and thick points. Annals of Probability, 30 (2002) 1605-1656.