Central limit theorem for solutions of random initialized differential equations: a simple proof
From MaRDI portal
Publication:871325
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
Burgers' equation; central limit theorem; random initial conditions; noncentral limit theorem; third-order heat-type equation
Related Items
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