On quadratic functionals of the Brownian sheet and related processes

DOI10.1016/j.spa.2005.10.004zbMath1090.60020OpenAlexW1970213478MaRDI QIDQ2490073

Marc Yor, Paul Deheuvels, Giovanni Peccati

Publication date: 28 April 2006

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

Full work available at URL: https://doi.org/10.1016/j.spa.2005.10.004

zbMATH Keywords

Gaussian processesquadratic functionalsempirical processeslimit theoremsKarhunen-Loève expansionstests of independence

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30) Strong limit theorems (60F15) Stochastic calculus of variations and the Malliavin calculus (60H07)

Related Items (25)

Spectral equivalence of Gaussian random functions: operator approach ⋮ Stein's method on Wiener chaos ⋮ A Strong Invariance Theorem of the Tail Empirical Copula Processes ⋮ A Karhunen-Loève expansion for a mean-centered Brownian bridge ⋮ Asymptotic behavior of weighted multivariate Cramér-von Mises-type statistics under contiguous alternatives ⋮ Test of symmetry based on copula function ⋮ \( L_2\)-small ball asymptotics for Gaussian random functions: a survey ⋮ Karhunen-Loève expansions of \(\alpha\)-Wiener bridges ⋮ Fubini theorem for multiparameter stable process ⋮ Some new multivariate tests of independence ⋮ A distributional identity for the bivariate Brownian bridge: a nontensor Gaussian field ⋮ Spacings-ratio empirical processes ⋮ Karhunen-Loève expansion for the second order detrended Brownian motion ⋮ A multivariate Bahadur-Kiefer representation for the empirical Copula process ⋮ A Kolmogorov-Smirnov type test for independence between marks and points of marked point processes ⋮ Stable convergence of multiple Wiener--Itô integrals ⋮ On the Multivariate Two-Sample Problem Using Strong Approximations of Empirical Copula Processes ⋮ Linear and quadratic functionals of random hazard rates: An asymptotic analysis ⋮ Explicit formulas for Laplace transforms of certain functionals of some time inhomogeneous diffusions ⋮ Central limit theorems for multiple Skorokhod integrals ⋮ Stein's method and exact Berry-Esseen asymptotics for functionals of Gaussian fields ⋮ Weighted Multivariate Tests of Independence ⋮ Validation of association ⋮ Convergence types and rates in generic Karhunen-Loève expansions with applications to sample path properties ⋮ Gaussian limits of empirical multiparameter \(K\)-functions of homogeneous Poisson processes and tests for complete spatial randomness

Cites Work

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