Central limit theorem for the intersection of two independent Wiener sausages
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\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.
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Cites work
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