A Central Limit Theorem for Integrals with Respect to Random Measures

被引：1

作者：

Demichev, V. P. ^{[1
]}

机构：

[1] Moscow MV Lomonosov State Univ, Moscow, Russia

来源：

MATHEMATICAL NOTES | 2014年 / 95卷 / 1-2期

基金：

俄罗斯基础研究基金会;

关键词：

central limit theorem; integral with respect to a stationary random measure; Burgers equation with random initial data; MULTIDIMENSIONAL BURGERS-EQUATION; RANDOM-FIELDS; TURBULENCE; CONVERGENCE;

D O I：

10.1134/S0001434614010209

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

Integrals with respect to stationary random measures are considered. A central limit theorem for such integrals is proved. The results are applied to obtain a functional central limit theorem for transformed solutions of the Burgers equation with random initial data.

引用

页码：191 / 201

页数：11

共 25 条

[1]

Bakhtin Yu. Yu., 2000, VESTN MOSK U MAT M+, V55, p[8, 7]

[2] A functional central limit theorem for transformed solutions of the multidimensional Burgers equation with random initial data [J].