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

DOI10.1155/JAMSA/2006/35206MaRDI QIDQ871325zbMATH OpenOpenAlexFDO

Authors Ileana Iribarren, José R. 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

central limit theoremBurgers' equationrandom initial conditionsnoncentral limit theoremthird-order heat-type equation

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05)

Recommendations

• A central limit theorem for integrals with respect to random measures
• scientific article; zbMATH DE number 18336
• Central limit theorem for a class of SPDEs
• A Functional Central Limit Theorem for Transformed Solutions of the Multidimensional Burgers Equation with Random Initial Data
• scientific article; zbMATH DE number 751008

Cites work

• scientific article; zbMATH DE number 417695 (Why is no real title available?)
• scientific article; zbMATH DE number 3155843 (Why is no real title available?)
• scientific article; zbMATH DE number 1055633 (Why is no real title available?)
• scientific article; zbMATH DE number 850384 (Why is no real title available?)
• 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
• Asymptotic Normality of the Number of Crossings of Level Zero by a Gaussian Process
• Burgers-KPZ turbulence. Göttingen lectures
• Central Limit Theorem for Signed Distributions
• Composition of stochastic processes governed by higher-order parabolic and hyperbolic equations
• Convergence of integrated processes of arbitrary Hermite rank
• Gaussian limiting behavior of the rescaled solution to the linear Korteweg-de Vries equation with random initial conditions
• Limit Gaussian behavior of the solutions of the multidimensional Burger's equation with weak-dependent initial conditions
• Scale renormalization and random solutions of the Burgers equation
• Stratified structure of the Universe and Burgers' equation -- a probabilistic approach
• The central limit theorem for dependent random variables

Cited in

(6)

• Gaussian scenario for the heat equation with quadratic potential and weakly dependent data with applications
• A central limit theorem via differential equations
• Solutions of First Order Linear Partial Differential Equations Related to Urn Models and Central Limit Theorems
• Central limit theorem for finite- and infinite-dimensional diffusions in ergodic environments
• A central limit theorem for integrals with respect to random measures
• Macroscaling limit theorems for filtered spatiotemporal random fields

This page was built for publication: Central limit theorem for solutions of random initialized differential equations: a simple proof

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q871325)