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Zapiski Nauchnykh Seminarov POMI, 2019, Volume 486, Pages 214–228 (Mi znsl6892)  

Limit theorems on convergence to generalized Cauchy type processes

A. K. Nikolaeva, M. V. Platonovabc

a Saint Petersburg State University
b St. Petersburg Department of Steklov Mathematical Institute of Russian Academy of Sciences
c Chebyshev Laboratory, St. Petersburg State University, Department of Mathematics and Mechanics
References:
Abstract: We prove a limit theorem on convergence of mathematical expectations of functionals of sums of independent random variables to a Cauchy problem solution for an evolution equation $\frac{\partial{u}}{\partial{t}}=(-1)^m\mathcal{A}_mu$ where $\mathcal{A}_m$ is a convolution operator with a generalized function $|x|^{-2m-2}, m\in\mathbf{N}$.
Key words and phrases: random processes, Cauchy process, evolution equation, limit theorem.
Funding agency Grant number
Russian Foundation for Basic Research 19-01-00657_а
Gazprom Neft
Received: 05.11.2019
Document Type: Article
UDC: 519.2
Language: Russian
Citation: A. K. Nikolaev, M. V. Platonova, “Limit theorems on convergence to generalized Cauchy type processes”, Probability and statistics. Part 28, Zap. Nauchn. Sem. POMI, 486, POMI, St. Petersburg, 2019, 214–228
Citation in format AMSBIB
\Bibitem{NikPla19}
\by A.~K.~Nikolaev, M.~V.~Platonova
\paper Limit theorems on convergence to generalized Cauchy type processes
\inbook Probability and statistics. Part~28
\serial Zap. Nauchn. Sem. POMI
\yr 2019
\vol 486
\pages 214--228
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl6892}
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  • https://www.mathnet.ru/eng/znsl/v486/p214
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