A semicircle law and decorrelation phenomena for iterated Kolmogorov loops

DOI10.1112/JLMS.12384zbMath1479.60050arXiv1904.11484OpenAlexW3101622625WikidataQ114847455 ScholiaQ114847455MaRDI QIDQ4999773

Karen Habermann

Publication date: 2 July 2021

Published in: Journal of the London Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1904.11484

zbMATH Keywords

law of large numberscentral limit theoremLegendre polynomialsChritoffel-Darboux formulaiterated Kolmogorov loops

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45)

Related Items (2)

Brownian bridge expansions for Lévy area approximations and particular values of the Riemann zeta function ⋮ Statistics of stochastic differential equations on manifolds and stratified spaces. Abstracts from the workshop held October 3--9, 2021 (hybrid meeting)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Moments of combinatorial and Catalan numbers
• A Catalan triangle
• The Brownian loop soup
• Zufällige Bewegungen. (Zur Theorie der Brownschen Bewegung.)
• Sums of powers of Catalan triangle numbers
• Small-time fluctuations for the bridge in a model class of hypoelliptic diffusions of weak Hörmander type
• Integrals of Legendre Polynomials and Solution of Some Partial Differential Equations
• Lectures on the Combinatorics of Free Probability
• An Introduction to Random Matrices
• On the small balls problem for equivalent Gaussian measures
• An Optimal Polynomial Approximation of Brownian Motion
• On Limit Theorems for Gaussian Processes

This page was built for publication: A semicircle law and decorrelation phenomena for iterated Kolmogorov loops