A limit theorem for symmetric statistics of Brownian particles

DOI10.1016/S0304-4149(98)00041-6zbMATH Open0934.60050OpenAlexW2013586983MaRDI QIDQ1807261FDOQ1807261

Authors: Amarjit Budhiraja 

Publication date: 18 November 1999

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4149(98)00041-6

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zbMATH Keywords

\(U\)-statisticsmultiple stochastic integralsspace-time white noisemartingale measuresBrownian density process

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic integrals (60H05)

Cites Work

• Title not available (Why is that?)
• Symmetric statistics, Poisson point processes, and multiple Wiener integrals
• Title not available (Why is that?)
• Weak limit theorems for stochastic integrals and stochastic differential equations
• Title not available (Why is that?)
• Limit theorems for \(U\)-processes
• Title not available (Why is that?)
• Asymptotic distribution of symmetric statistics
• Title not available (Why is that?)
• Multiple integration with respect to Poisson and Lévy processes
• Title not available (Why is that?)

Cited In (1)

• Asymptotics of Brownian integrals and pressure: Bose-Einstein statistics

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