Some remarks on integral parameters of Wiener process

MaRDI QIDQ2802642zbMATH OpenFDO

Authors A. A. Vladimirov

Publication date 26 April 2016

Published in Dal'nevostochnyĭ Matematicheskiĭ Zhurnal (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1212.1152, http://mathnet.ru/eng/dvmg306

zbMATH Keywords

generalized functionmultiplieroperator of trace-classWiener process

Mathematics Subject Classification ID

Asymptotic distribution of eigenvalues, asymptotic theory of eigenfunctions for ordinary differential operators (34L20) Linear operators belonging to operator ideals (nuclear, (p)-summing, in the Schatten-von Neumann classes, etc.) (47B10) Gaussian processes (60G15)

Abstract: We consider integrals $a{u}_{ho}=in{t}_0^{1}hox{i}^2,dx$, where $xi$ is Wiener process and $ho$ is generalized function from some class of multipliers. In the case when multiplier $ho$ belongs to the trace-class, it is shown that $a{u}_{ho}$ has $ch{i}^2$-distribution (or analogous). An example of multiplier $ho$ not belonging to the trace-class is constructed.

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