A central limit theorem for the renormalized self-intersection local time of a stationary vector Gaussian process

DOI10.1214/AOP/1176989918zbMath0749.60021OpenAlexW1970701103MaRDI QIDQ1184079

Simeon M. Berman

Publication date: 28 June 1992

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176989918

zbMATH Keywords

central limit theoremstationary Gaussian processself-intersectionrenormalized local time

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05) Sample path properties (60G17) Local time and additive functionals (60J55)

Related Items (4)

Macroscaling Limit Theorems for Filtered Spatiotemporal Random Fields ⋮ Central limit theorem for solutions of random initialized differential equations: a simple proof ⋮ Limit theorems for weighted nonlinear transformations of Gaussian stationary processes with singular spectra ⋮ Estimation of harmonic component in regression with cyclically dependent errors

This page was built for publication: A central limit theorem for the renormalized self-intersection local time of a stationary vector Gaussian process