Some central limit theorems for Markov paths and some properties of Gaussian random fields

DOI10.1016/0304-4149(87)90012-3zbMATH Open0615.60037OpenAlexW2050018531MaRDI QIDQ1820501FDOQ1820501

Authors: Robert J. Adler, Raisa Epstein Feldman 

Publication date: 1987

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

Full work available at URL: https://doi.org/10.1016/0304-4149(87)90012-3

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zbMATH Keywords

central limit theoremadditive functionalsGaussian fieldWick powersEuclidean quantum fieldsMarkov property for fields

Mathematics Subject Classification ID

Gaussian processes (60G15) Random fields (60G60) Generalized stochastic processes (60G20) Constructive quantum field theory (81T08)

Cites Work

• Symmetric statistics, Poisson point processes, and multiple Wiener integrals
• Multiple Wiener-Ito integrals. With applications to limit theorems
• Markov processes as a tool in field theory
• The free Markoff field
• Small distance behaviour in field theory and power counting
• Naturality, standardness, and weak duality for Markov processes
• Fourier analysis of unbounded measures on locally compact abelian groups
• Title not available (Why is that?)
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• Geometric analysis of \(\phi^ 4\) fields and Ising models. I, II
• Gaussian and non-Gaussian random fields associated with Markov processes
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• Semi-stable Markov processes. I
• Polynomials of the occupation field and related random fields
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• Gaussian and their subordinates self-similar random generalized fields
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• Joint continuity of the intersection local times of Markov processes
• \(\alpha\) -self-similar Markov processes
• Additive functionals of several time-reversible Markov processes
• A local time analysis of intersections of Brownian paths in the plane
• On Dynkin's Markov property of random fields associated with symmetric processes
• Local time and a particle picture for Euclidean field theory
• Wiener path intersections and local time
• Uniqueness and the global Markov property for Euclidean fields. The case of trigonometric interactions
• Title not available (Why is that?)
• Green's and Dirichlet spaces associated with fine Markov processes
• Invariance principle for symmetric statistics
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• Excursion laws of Markov processes in classical duality
• Markov processes on the plane
• Local Additive Functionals of Gaussian Random Fields
• Stationary Local Additive Functionals of Gaussian Random Fields
• Excursions of a Markov process induced by continuous additive functionals

Cited In (10)

• PARTICLE PICTURE APPROACH TO THE SELF-INTERSECTION LOCAL TIME OF BRANCHING DENSITY PROCESSES IN ${\mathcal S}' ({\mathbb R}^d)$
• The generators of a Gaussian wave associated with the free Markov field
• Particle picture representation of the non-symmetric Rosenblatt process and Hermite processes of any order
• A central limit theorem for conditionally centred random fields with an application to Markov fields
• Gaussian and non-Gaussian random fields associated with Markov processes
• Uniqueness and global Markov property for Euclidean fields: The case of general polynomial interactions
• From intersection local time to the Rosenblatt process
• Exit distributions for symmetric Markov processes via Gaussian techniques
• Particle picture approach to the self-intersection local time of density processes in \(\mathcal S^{\prime}(\mathbb R^d)\)
• A representation for functionals of superprocesses via particle picture

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