THE CENTRAL-LIMIT-THEOREM FOR THE INTERSECTION OF 2 INDEPENDENT WIENER SAUSAGES

• 成果类型: Article
• 署名作者: WEINRYB, S; YOR, M
• 署名单位: Sorbonne Universite
• 刊物名称: PROBABILITY THEORY AND RELATED FIELDS
• ISSN/ISSBN: 0178-8051
• DOI: 10.1007/BF01195072
• 发表日期: 1993
• 页码: 383-401
• 关键词: brownian-motion; paths

摘要

J.F. Le Gall [4] proved that n2 times the volume of the intersection of two independent Wiener sausages in R3 , with radius 1/n, converges in L2, as n --> infinity, towards a multiple of the intersection local time at 0, for the underlying Brownian motions. We complete this result by proving a corresponding central limit theorem.