A limit theorem for symmetric statistics of Brownian particles

DOI10.1016/S0304-4149(98)00041-6MaRDI QIDQ1807261zbMATHOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 3872419 (Why is no real title available?)
• scientific article; zbMATH DE number 3718234 (Why is no real title available?)
• scientific article; zbMATH DE number 894469 (Why is no real title available?)
• scientific article; zbMATH DE number 897208 (Why is no real title available?)
• scientific article; zbMATH DE number 933357 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• Asymptotic distribution of symmetric statistics
• Limit theorems for \(U\)-processes
• Multiple integration with respect to Poisson and Lévy processes
• Symmetric statistics, Poisson point processes, and multiple Wiener integrals
• Weak limit theorems for stochastic integrals and stochastic differential equations

Cited in

(1)

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

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