A central limit theorem for integrals with respect to random measures

被引：0
作者：
V. P. Demichev
机构：
[1] Moscow State University,
来源：
Mathematical Notes | 2014年 / 95卷
关键词：
central limit theorem; integral with respect to a stationary random measure; Burgers equation with random initial data;
D O I：
暂无
中图分类号：
学科分类号：
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.
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页码：191 / 201
页数：10
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