Indefinite quadratic functionals of Gaussian processes and least-action paths

MaRDI QIDQ1178306zbMATH OpenFDO

Authors Terence Chan

Publication date 26 June 1992

Published in Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL http://www.numdam.org/item?id=AIHPB_1991__27_2_239_0, https://eudml.org/doc/77407

zbMATH Keywords

Laplace transformGaussian processesquadratic functionalsspectral theoremrandom harmonic oscillator

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05) Stochastic integrals (60H05) Feynman integrals and graphs; applications of algebraic topology and algebraic geometry (81Q30)

Recommendations

• Quadratic functionals of generalized Gaussian random fields
• Functional quantization of Gaussian processes
• Functional limit theorems for generalized quadratic variations of Gaussian processes
• Large deviations for quadratic functionals of Gaussian processes
• Functional quantization and small ball probabilities for Gaussian processes
• Quadratic variation for Gaussian processes and application to time deformation

Cited in

(5)

• Quadratic Wiener functionals and dynamics on Grassmannians
• On polymer conformations in elongational flows
• Upper and lower classes for \(\mathbb{L}^ 2\)- and \(\mathbb{L}^ p\)-norms of Brownian motion and norms of \(\alpha\)-stable motion
• Yule's ``Nonsense correlation: moments and density
• Quadratic-exponential functionals of Gaussian quantum processes

This page was built for publication: Indefinite quadratic functionals of Gaussian processes and least-action paths

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1178306)