Intersection local times for interlacements
Jay Rosen

TL;DR
This paper introduces renormalized intersection local times for random interlacements of Lévy processes in multi-dimensional space and establishes an isomorphism theorem linking these local times with Wick polynomials.
Contribution
It defines a new concept of renormalized intersection local times for Lévy process interlacements and proves a novel isomorphism theorem connecting these with Wick polynomials.
Findings
Defined renormalized intersection local times for Lévy process interlacements
Proved an isomorphism theorem relating local times to Wick polynomials
Established foundational results for analysis of Lévy process interlacements
Abstract
We define renormalized intersection local times for random interlacements of L\'evy processes in R^{d} and prove an isomorphism theorem relating renormalized intersection local times with associated Wick polynomials.
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Taxonomy
TopicsStochastic processes and statistical mechanics · Stochastic processes and financial applications · Random Matrices and Applications
