Geodesic
Perturbed self-intersection local time
Teoriâ slučajnyh processov, Tome 18 (2012) no. 1, pp. 45-57

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We consider a symmetric random walk related to independent Rademacher random variables. Our aim is to study some modified versions of the so called self-intersection local time of this random walk. The modified versions of the self-intersection local time are obtained by introducing a time $t$ and a sequence of independent with the same distribution uniform on $(0,1)$ random variables $Y_i$'s, independent of the random walk. In this work, we study a distance between the standard self-intersection local time of the random walk and some modified versions (perturbed) of it. We also state a two-parameter strong approximation for the centered local time of the hybrids of empirical and partial sums processes by a process defined by a Wiener sheet combined with an independent Brownian motion.
Keywords: Self-intersection local time, symmetric random walk, strong approximations. 
@article{THSP_2012_18_1_a1,
     author = {S. Alvarez-Andrade},
     title = {Perturbed self-intersection local time},
     journal = {Teori\^a slu\v{c}ajnyh processov},
     pages = {45--57},
     publisher = {mathdoc},
     volume = {18},
     number = {1},
     year = {2012},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/THSP_2012_18_1_a1/}
}
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S. Alvarez-Andrade. Perturbed self-intersection local time. Teoriâ slučajnyh processov, Tome 18 (2012) no. 1, pp. 45-57. http://geodesic.mathdoc.fr/item/THSP_2012_18_1_a1/