On Limit Theorems for Gaussian Processes

DOI10.1214/AOMS/1177700292MaRDI QIDQ5345302zbMATH OpenOpenAlexFDO

Authors John Lamperti

Publication date 1965

Published in Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aoms/1177700292

zbMATH Keywords

probability theory

Cited in

(5)

• A class of limiting distributions of high level excursions of Gaussian processes
• A semicircle law and decorrelation phenomena for iterated Kolmogorov loops
• Small-time fluctuations for the bridge in a model class of hypoelliptic diffusions of weak Hörmander type
• Functional limits of empirical distributions in crossing theory
• Weak convergence of probability measures in spaces of smooth functions

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