Fibonacci numbers, Lucas numbers and integrals of certain Gaussian processes
Authors:
Ludwig Baringhaus
Affiliation:
Institut für Mathematische Stochastik, Universität Hannover, D-30167 Hannover, Germany
Abstract:
We study the distributions of integrals of Gaussian processes arising as limiting distributions of test statistics proposed for treating a goodness of fit or symmetry problem. We show that the cumulants of the distributions can be expressed in terms of Fibonacci numbers and Lucas numbers.