Large deviations for intersection local times in critical dimension

Let $(X_t,t\geq0)$ be a continuous time simple random walk on $\mathbb{Z}^d$ ($d\geq3$), and let $l_T(x)$ be the time spent by $(X_t,t\geq0)$ on the site $x$ up to time $T$. We prove a large deviations principle for the $q$-fold self-intersection local time $I_T=\sum_{x\in\mathbb{Z}^d}l_T(x)^q$ in the critical case $q=\frac{d}{d-2}$. When $q$ is integer, we obtain similar results for the intersection local times of $q$ independent simple random walks.Comment: Published in at http://dx.doi.org/10.1214/09-AOP499 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org

A note on random walk in random scenery

We consider a d-dimensional random walk in random scenery X(n), where the scenery consists of i.i.d. with exponential moments but a tail decay of the form exp(-c t^a) with a<d/2. We study the probability, when averaged over both randomness, that {X(n)>ny}. We show that this probability is of order exp(-(ny)^b) with b=a/(a+1).Comment: 13 page

Quenched large deviations for diffusions in a random Gaussian shear flow drift

We prove a full large deviations principle in large time, for a diffusion process with random drift V, which is a centered Gaussian shear flow random field. The large deviations principle is established in a ``quenched'' setting, i.e. is valid almost surely in the randomness of V.Comment: 29 page

Large deviations for Brownian motion in a random scenery

We prove large deviations principles in large time, for the Brownian occupation time in random scenery. The random scenery is constant on unit cubes, and consist of i.i.d. bounded variables, independent of the Brownian motion. This model is a time-continuous version of Kesten and Spitzer's random walk in random scenery. We prove large deviations principles in ``quenched'' and ``annealed'' settings.Comment: 29 page

Three-flavor analysis of long-baseline experiments

We compare the analysis of existing and future neutrino oscillation long-baseline experiments, where we point out that the analysis of future experiments actually implies a 12-dimensional parameter space. Within the three-flavor neutrino oscillation framework, six of these parameters are the fit parameters, and six are the simulated parameters. This high-dimensional parameter space requires the condensation of information and the definition of performance indicators for the purpose needed. As the most sophisticated example for such an indicator, we choose the precision of the leptonic CP phase, and discuss some of the complications of its computation and interpretation.Comment: Talk given at the 6th International Workshop on Neutrino Factories & Superbeams, July 26-Aug 1, 2004, Osaka, Japan. 3 page

Thinplate Splines on the Sphere

In this paper we give explicit closed forms for the semi-reproducing kernels associated with thinplate spline interpolation on the sphere. Polyharmonic or thinplate splines for ${\mathbb R}^d$ were introduced by Duchon and have become a widely used tool in myriad applications. The analogues for ${\mathbb S}^{d-1}$ are the thin plate splines for the sphere. The topic was first discussed by Wahba in the early 1980's, for the ${\mathbb S}^2$ case. Wahba presented the associated semi-reproducing kernels as infinite series. These semi-reproducing kernels play a central role in expressions for the solution of the associated spline interpolation and smoothing problems. The main aims of the current paper are to give a recurrence for the semi-reproducing kernels, and also to use the recurrence to obtain explicit closed form expressions for many of these kernels. The closed form expressions will in many cases be significantly faster to evaluate than the series expansions. This will enhance the practicality of using these thinplate splines for the sphere in computations

One-Step Recurrences for Stationary Random Fields on the Sphere

Recurrences for positive definite functions in terms of the space dimension have been used in several fields of applications. Such recurrences typically relate to properties of the system of special functions characterizing the geometry of the underlying space. In the case of the sphere ${\mathbb S}^{d-1} \subset {\mathbb R}^d$ the (strict) positive definiteness of the zonal function $f(\cos \theta)$ is determined by the signs of the coefficients in the expansion of $f$ in terms of the Gegenbauer polynomials $\{C^\lambda_n\}$, with $\lambda=(d-2)/2$. Recent results show that classical differentiation and integration applied to $f$ have positive definiteness preserving properties in this context. However, in these results the space dimension changes in steps of two. This paper develops operators for zonal functions on the sphere which preserve (strict) positive definiteness while moving up and down in the ladder of dimensions by steps of one. These fractional operators are constructed to act appropriately on the Gegenbauer polynomials $\{C^\lambda_n\}$