CLT for Lp moduli of continuity of Gaussian processes

Stochastic Processes and their Applications

Volumn 118, Issue 7, 2008, Pages 1107-1135

  Marcus, Michael B ^a   Rosen, Jay ^b  

^a CITY COLLEGE OF NEW YORK   (United States)

^b CITY UNIVERSITY OF NEW YORK   (United States)

Author keywords

CLT; Gaussian processes

Indexed keywords

ASYMPTOTIC ANALYSIS; GAUSSIAN DISTRIBUTION; POLYNOMIAL APPROXIMATION;

ASYMPTOTIC BEHAVIOR; GAUSSIAN PROCESSES; HERMITE POLYNOMIAL EXPANSION;

RANDOM PROCESSES;

EID: 44449118066     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spa.2007.07.013     Document Type: Article

References (8)

1. Bingham N., Goldie C., and Teugal J. Regular Variation (1987), Cambridge University Press, Cambridge
2. Glimm J., and Jaffe A. Quantum Physics (1987), Springer, New York
3. Janson S. Gaussian Hilbert Spaces (1997), Cambridge University Press, New York
4. Marcus M., and Rosen J. Markov Processes, Gaussian Processes and Local Times (2006), Cambridge University Press, New York
5. p moduli of continuity of Gaussian processes and local times of symmetric Lévy processes, (2006), preprint
6. M.B. Marcus, J. Rosen, Renormalized self-intersection local times and Wick power chaos processes, Mem. Amer. Math. Soc. (675) (1999)
7. 2 Euclidean (Quantum) Field Theory (1974), Princeton University Press, Princeton
8. Sodin M., and Tsirelson B. Random complex zeroes, I. Asymptotic normality. Israel J. Math. 144 (2004) 125-149. arXiv:math.CV/0210090