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Zapiski Nauchnykh Seminarov POMI, 2019, Volume 486, Pages 214–228
(Mi znsl6892)
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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
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.
Received: 05.11.2019
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
Linking options:
https://www.mathnet.ru/eng/znsl6892 https://www.mathnet.ru/eng/znsl/v486/p214
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Abstract page: | 154 | Full-text PDF : | 52 | References: | 32 |
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