DIVERGENCE RESULTS FOR SELF-INTERSECTION LOCAL TIMES OF GAUSSIAN ${\mathscr S}' ({\mathbb R}^d)$-PROCESSES

DOI10.1142/S0219025701000668zbMath1038.60076MaRDI QIDQ4460456

Anna Talarczyk

Publication date: 18 May 2004

Published in: Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219025701000668

zbMATH Keywords

fluctuation limits; self-intersection local time; \(\alpha\)-stable particle systems

Mathematics Subject Classification ID

60G60: Random fields

60G15: Gaussian processes

60J55: Local time and additive functionals

Related Items

From intersection local time to the Rosenblatt process, Self-intersection local time of order \(k\) for Gaussian processes in \({\mathcal S}^ \prime (\mathbb R^ {d})\)., Particle picture approach to the self-intersection local time of density processes in \(\mathcal S^{\prime}(\mathbb R^d)\), Limit theorems for occupation time fluctuations of branching systems. II: Critical and large dimensions, PARTICLE PICTURE APPROACH TO THE SELF-INTERSECTION LOCAL TIME OF BRANCHING DENSITY PROCESSES IN ${\mathcal S}' ({\mathbb R}^d)$

Cites Work

• Intersection local times of all orders for Brownian and stable density processes -- construction, renormalisation and limit laws
• Intersection local times for infinite systems of Brownian motions and for the Brownian density process