On quadratic functionals of the Brownian sheet and related processes (Q2490073)
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| Language | Label | Description | Also known as |
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| English | On quadratic functionals of the Brownian sheet and related processes |
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On quadratic functionals of the Brownian sheet and related processes (English)
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28 April 2006
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This paper investigates the law of quadratic functionals of the (weighted) Brownian sheet and of the bivariate Brownian bridge on [0,1]. The authors establish identities in law with quadratic functionals of the Gaussian processes, they explicity calculate the Laplace transform of such functionals by means of Karhunen-Loève expansions, and prove central and non-central limit theorems in the spirit of Peccati and Yor.
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empirical processes
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Gaussian processes
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Karhunen-Loève expansions
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limit theorems
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quadratic functionals
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tests of independence
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