Central limit theorem for the intersection of two independent Wiener sausages
\textit{J.-F. Le Gall} [Ann. Probab. 14, 1219-1244 (1986; Zbl 0621.60083)] proved that \(n^ 2\) times the volume of the intersection of two independent Wiener sausages in \(\mathbb{R}^ 3\), with radius \(1/n\), converges in \(L^ 2\), as \(n \to \infty\), towards a multiple of the intersection local time at 0, for the underlying Brownian motions. We complete this result by proving a corresponding central limit theorem.
scientific article; zbMATH DE number 569008