Central limit theorem for the intersection of two independent Wiener sausages

DOI10.1007/BF01195072zbMath0792.60019OpenAlexW1998132576MaRDI QIDQ1326271

Marc Yor, Sophie Weinryb

Publication date: 14 July 1994

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01195072

zbMATH Keywords

central limit theoremBrownian motionsindependent Wiener sausages

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05)

Related Items (1)

Strong approximations of three-dimensional Wiener sausages

Cites Work

• A local time approach to the self-intersections of Brownian paths in space
• A local time analysis of intersections of Brownian paths in the plane
• Étude asymptotique par des mesures de \({\mathbb{R}}^ 3\) de saucisses de Wiener localisées
• Sur la saucisse de Wiener et les points multiples du mouvement Brownien. (On the Wiener sausage and the multiple points of Brownian motion)
• Fluctuation results for the Wiener sausage
• Asymptotic results for independent wiener sausages. application to generalized intersection local times
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