Asymptotic behavior for an additive functional of two independent self-similar Gaussian processes

David Nualart,Fangjun Xu

Asymptotic behavior for an additive functional of two independent self-similar Gaussian processes

2018

David Nualart
Fangjun Xu

We derive the asymptotic behavior for an additive functional of two independent self-similar Gaussian processes when their intersection local time exists, using the method of moments.

Keywords:

Mathematical analysis
Method of moments (statistics)
Gaussian process
Local time
Statistical physics
Asymptotic analysis
Mathematics

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