English

Some remarks on integral parameters of Wiener process

Spectral Theory 2012-12-06 v1

Abstract

We consider integrals τρ=01ρξ2dx\tau_{\rho}=\int_0^1\rho\xi^2\,dx, where ξ\xi is Wiener process and ρ\rho is generalized function from some class of multipliers. In the case when multiplier ρ\rho belongs to the trace-class, it is shown that τρ\tau_{\rho} has χ2\chi^2-distribution (or analogous). An example of multiplier ρ\rho not belonging to the trace-class is constructed.

Keywords

Cite

@article{arxiv.1212.1152,
  title  = {Some remarks on integral parameters of Wiener process},
  author = {A. A. Vladimirov},
  journal= {arXiv preprint arXiv:1212.1152},
  year   = {2012}
}

Comments

8 pages

R2 v1 2026-06-21T22:49:22.451Z