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This article is cited in 1 scientific paper (total in 1 paper)
A Central Limit Theorem for Integrals with Respect to Random Measures
V. P. Demichev M. V. Lomonosov Moscow State University
Abstract:
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.
Keywords:
central limit theorem, integral with respect to a stationary random measure, Burgers equation with random initial data.
Received: 02.04.2012 Revised: 10.12.2012
Citation:
V. P. Demichev, “A Central Limit Theorem for Integrals with Respect to Random Measures”, Mat. Zametki, 95:2 (2014), 209–221; Math. Notes, 95:2 (2014), 193–203
Linking options:
https://www.mathnet.ru/eng/mzm9375https://doi.org/10.4213/mzm9375 https://www.mathnet.ru/eng/mzm/v95/i2/p209
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Abstract page: | 438 | Full-text PDF : | 85 | References: | 69 | First page: | 30 |
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