Using a representation as an infinite linear combination of chi-square independent random variables, it is shown that some Wiener functionals, appearing in empirical characteristic process asymptotic theory, have densities which are tempered in the properly infinite case and exponentially decaying in the finite case.
@article{urn:eudml:doc:41763,
title = {On the density of some Wiener functionals: an application of Malliavin calculus.},
journal = {Publicacions Matem\`atiques},
volume = {36},
year = {1992},
pages = {981-987},
mrnumber = {MR1210030},
zbl = {0787.60064},
language = {en},
url = {http://dml.mathdoc.fr/item/urn:eudml:doc:41763}
}
Sintes Blanc, Antoni. On the density of some Wiener functionals: an application of Malliavin calculus.. Publicacions Matemàtiques, Tome 36 (1992) pp. 981-987. http://gdmltest.u-ga.fr/item/urn:eudml:doc:41763/