Large Deviations for Brownian Intersection Measures
Large Deviations for Brownian Intersection Measures
We consider $p$ independent Brownian motions in $\R^d$. We assume that $p\geq 2$ and $p(d-2)<d$. Let $\ell_t$ denote the intersection measure of the $p$ paths by time $t$, i.e., the random measure on $\R^d$ that assigns to any measurable set $A\subset \R^d$ the amount of intersection local time of the …