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An almost sure limit theorem for Wick powers of Gaussian differences quotients

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Publication:2900961
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DOI10.1214/09-IMSCOLL517zbMath1243.60036arXiv0910.2932OpenAlexW1555107419MaRDI QIDQ2900961

Michael B. Marcus, Jay S. Rosen

Publication date: 26 July 2012

Published in: Institute of Mathematical Statistics Collections (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0910.2932



Mathematics Subject Classification ID

Gaussian processes (60G15) Strong limit theorems (60F15)


Related Items (5)

A sufficient condition for the continuity of permanental processes with applications to local times of Markov processes ⋮ Permanental fields, loop soups and continuous additive functionals ⋮ Intersection Local Times, Loop Soups and Permanental Wick Powers ⋮ Asymptotic expansions for functions of the increments of certain Gaussian processes ⋮ On stochastic differential equations driven by the renormalized square of the Gaussian white noise







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