A semicircle law and decorrelation phenomena for iterated Kolmogorov loops

DOI10.1112/jlms.12384zbMath1479.60050arXiv1904.11484OpenAlexW3101622625WikidataQ114847455 ScholiaQ114847455MaRDI QIDQ4999773

Karen Habermann

Publication date: 2 July 2021

Published in: Journal of the London Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1904.11484

zbMATH Keywords

law of large numberscentral limit theoremLegendre polynomialsChritoffel-Darboux formulaiterated Kolmogorov loops

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45)

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