Non-Gaussian scenarios for the heat equation with singular initial conditions

被引：37
|
作者：
Anh, VV
Loenenko, NN
机构：
[1] Queensland Univ Technol, Ctr Stat Sci & Ind Math, Brisbane, Qld 4001, Australia
[2] Kiev State Univ, Dept Math, UA-252601 Kiev, Ukraine
来源：
STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 1999年 / 84卷 / 01期
基金：
澳大利亚研究理事会;
关键词：
heat equation; scaling limit; non-Gaussian initial condition; long-range dependence; Chebyshev-Hermite expansions; Laguerre expansions; non-Gaussian distributions;
D O I：
10.1016/S0304-4149(99)00053-8
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
Non-Gaussian limiting distributions of the rescaling solutions of the heat equation for non-Gaussian initial data with long-range dependence are discribed in terms of their multiple stochastic integral representations. (C) 1999 Elsevier Science B.V. All rights reserved.
引用
收藏
页码：91 / 114
页数：24
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