Abstract:
This paper states the convergence in distribution in some functional space to the Gaussian field with explicitly calculated parameters for transformed solutions of the multidimensional Burgers equation with initial conditions given by the associated random measure. Auxiliary moment and maximal inequalities obtained in the paper are of interest in themselves.
Keywords:
nonlinear diffusion, associated random variables, moment inequalities, maximal inequalities.
Citation:
Yu. Yu. Bakhtin, “A Functional Central Limit Theorem for Transformed Solutions of the Multidimensional Burgers Equation with Random Initial Data”, Teor. Veroyatnost. i Primenen., 46:3 (2001), 427–448; Theory Probab. Appl., 46:3 (2002), 387–405
\Bibitem{Bak01}
\by Yu.~Yu.~Bakhtin
\paper A Functional Central Limit Theorem for Transformed Solutions of the Multidimensional Burgers Equation with Random Initial Data
\jour Teor. Veroyatnost. i Primenen.
\yr 2001
\vol 46
\issue 3
\pages 427--448
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\crossref{https://doi.org/10.4213/tvp3894}
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\transl
\jour Theory Probab. Appl.
\yr 2002
\vol 46
\issue 3
\pages 387--405
\crossref{https://doi.org/10.1137/S0040585X97979068}
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Linking options:
https://www.mathnet.ru/eng/tvp3894
https://doi.org/10.4213/tvp3894
https://www.mathnet.ru/eng/tvp/v46/i3/p427
This publication is cited in the following 4 articles:
Krupski M., “Convection-Diffusion Equations With Random Initial Conditions”, J. Math. Anal. Appl., 470:2 (2019), 1194–1221
V. P. Demichev, “A Central Limit Theorem for Integrals with Respect to Random Measures”, Math. Notes, 95:2 (2014), 193–203
V. P. Demichev, “Functional limit theorem for solutions to Burgers equation with random initial data”, Moscow University Mathematics Bulletin, 68:2 (2013), 107–110
Nikolai N. Leonenko, M. Dolores Ruiz-Medina, Lecture Notes in Statistics, 207, Advances and Challenges in Space-time Modelling of Natural Events, 2012, 165