For a Zd-valued random walk (Sn)n∈N0, let l(n,x) be its local time at the site x∈Zd. For α∈N, define the α-fold self-intersection local time as Ln(α)≔∑xl(n,x)α. Also let LnSRW(α) be the corresponding quantities for the simple random walk in Zd. Without imposing any moment conditions, we show that the variance of the self-intersection local time of any genuinely d-dimensional random walk is bounded above by the corresponding quantity for the simple symmetric random walk; that is, var(Ln(α))=O(var(LnSRW(α))). In particular, for any genuinely d-dimensional random walk, with d≥4, we have var(Ln(α))=O(n). On the other hand, in dimensions d≤3 we show that if the behaviour resembles that of simple random walk, in the sense that lim infn→∞varLnα/var(LnSRW(α))>0, then the increments of the random walk must have zero mean and finite second moment.
Particle picture approach to the self-intersection local time of density processes in S′(Rd)