Zapiski Nauchnykh Seminarov POMI
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Impact factor

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS



Zap. Nauchn. Sem. POMI:
Year:
Volume:
Issue:
Page:
Find






Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register


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}
Linking options:
  • https://www.mathnet.ru/eng/znsl6892
  • https://www.mathnet.ru/eng/znsl/v486/p214
  • Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Записки научных семинаров ПОМИ
    Statistics & downloads:
    Abstract page:154
    Full-text PDF :52
    References:32
     
      Contact us:
     Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024