Upper tail asymptotics for the intersection local times of random walks in high dimensions. (English) Zbl 1483.60070

Summary: 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 X. Chen [J. Lond. Math. Soc., II. Ser. 79, No. 1, 186–210 (2009; Zbl 1170.60019)] in which we determine the exact upper tail behaviour of the intersection local time.


60G50 Sums of independent random variables; random walks
60F10 Large deviations


Zbl 1170.60019
Full Text: DOI


[1] X. Chen and P. Mörters. Upper tails for intersection local times of random walks in supercritial dimensions. \(Journal of the London Mathematical Society\), 79 (2009) 186-210. · Zbl 1170.60019
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