Asymptotic expansions of integral functionals of weakly correlated random processes

DOI10.4171/ZAA/949MaRDI QIDQ1978099zbMATH OpenFDO

Authors Hans-Jörg Starkloff, J. vom Scheidt, R. Wunderlich

Publication date 16 October 2001

Published in Zeitschrift für Analysis und ihre Anwendungen (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/48923

Ordinary differential equations and systems with randomness (34F05) Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60) General second-order stochastic processes (60G12) Random vibrations in mechanics of particles and systems (70L05)

Review text

Under suitable assumptions, the authors derive asymptotic expansions as \(\varepsilon\to 0\) of integral functionals of the form \(\int_I Q(s) {^\varepsilon f}(s)ds\), where \(Q\) is a real-valued deterministic function defined on an interval \(I\subset\mathbb{R}\) and, for any \(\varepsilon\to 0\), \(( {^\varepsilon f}(s))_{s\in I}\) is an \(\varepsilon\)-correlated wide-sense stationary random process which is either real or complex vector-valued. Two examples are given of differential equations with inhomogeneous terms containing \(f^\varepsilon\), whose solutions are of the form considered.

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