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Théorème central limite pour l'intersection de deux saucisses de Wiener indépendantes
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  • Published: September 1993

Théorème central limite pour l'intersection de deux saucisses de Wiener indépendantes

  • S. Weinryb1 &
  • M. Yor2 

Probability Theory and Related Fields volume 97, pages 383–401 (1993)Cite this article

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Summary

J.F. Le Gall [4] proved thatn 2 times the volume of the intersection of two independent Wiener sausages in ℝ3, with radius 1/n, converges inL 2, asn→∞, 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.

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Références

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Author information

Authors and Affiliations

  1. UFR de Mathématiques et d'Informatique, Université René Descartes (Paris V), 45, rue des Saints Pères, F-75270, Paris Cedex 06, France

    S. Weinryb

  2. Laboratoire de Probabilités, Tour 56, Université Paris VI, 4, place Jussieu, F-75252, Paris Cedex 05, France

    M. Yor

Authors
  1. S. Weinryb
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  2. M. Yor
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Weinryb, S., Yor, M. Théorème central limite pour l'intersection de deux saucisses de Wiener indépendantes. Probab. Th. Rel. Fields 97, 383–401 (1993). https://doi.org/10.1007/BF01195072

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  • Received: 15 July 1992

  • Revised: 03 March 1993

  • Issue Date: September 1993

  • DOI: https://doi.org/10.1007/BF01195072

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Mathematics Subject Classification

  • 60F05
  • 60G15
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