Central limit theorem for solutions of random initialized differential equations: a simple proof

DOI10.1155/JAMSA/2006/35206zbMath1118.60014MaRDI QIDQ871325

Ileana Iribarren, José Rafael León

Publication date: 19 March 2007

Published in: Journal of Applied Mathematics and Stochastic Analysis (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/53342

zbMATH Keywords

Burgers' equation; central limit theorem; random initial conditions; noncentral limit theorem; third-order heat-type equation

Mathematics Subject Classification ID

60G15: Gaussian processes

60F05: Central limit and other weak theorems

Related Items

Macroscaling Limit Theorems for Filtered Spatiotemporal Random Fields, Gaussian scenario for the heat equation with quadratic potential and weakly dependent data with applications

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Composition of stochastic processes governed by higher-order parabolic and hyperbolic equations
• A central limit theorem for the renormalized self-intersection local time of a stationary vector Gaussian process
• A signed measure on path space related to Wiener measure
• Burgers-KPZ turbulence. Göttingen lectures
• Stratified structure of the Universe and Burgers' equation -- a probabilistic approach
• Limit Gaussian behavior of the solutions of the multidimensional Burger's equation with weak-dependent initial conditions
• Gaussian limiting behavior of the rescaled solution to the linear Korteweg-de Vries equation with random initial conditions
• The central limit theorem for dependent random variables
• Scale renormalization and random solutions of the Burgers equation
• Central Limit Theorem for Signed Distributions
• Convergence of integrated processes of arbitrary Hermite rank
• Asymptotic Normality of the Number of Crossings of Level Zero by a Gaussian Process