DIVERGENCE RESULTS FOR SELF-INTERSECTION LOCAL TIMES OF GAUSSIAN ${\mathscr S}' ({\mathbb R}^d)$-PROCESSES

DOI10.1142/S0219025701000668zbMath1038.60076OpenAlexW2313326343MaRDI QIDQ4460456

Anna Talarczyk

Publication date: 18 May 2004

Published in: Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219025701000668

zbMATH Keywords

fluctuation limitsself-intersection local time\(\alpha\)-stable particle systems

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15) Local time and additive functionals (60J55)

Related Items (5)

PARTICLE PICTURE APPROACH TO THE SELF-INTERSECTION LOCAL TIME OF BRANCHING DENSITY PROCESSES IN ${\mathcal S}' ({\mathbb R}^d)$ ⋮ From intersection local time to the Rosenblatt process ⋮ Particle picture approach to the self-intersection local time of density processes in \(\mathcal S^{\prime}(\mathbb R^d)\) ⋮ Self-intersection local time of order \(k\) for Gaussian processes in \({\mathcal S}^ \prime (\mathbb R^ {d})\). ⋮ Limit theorems for occupation time fluctuations of branching systems. II: Critical and large dimensions

Cites Work

• Intersection local times of all orders for Brownian and stable density processes -- construction, renormalisation and limit laws
• Intersection local times for infinite systems of Brownian motions and for the Brownian density process

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