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

DOI10.1155/JAMSA/2006/35206zbMATH Open1118.60014OpenAlexW2029089157MaRDI QIDQ871325FDOQ871325

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

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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)

Cites Work

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

Cited In (4)

• Gaussian scenario for the heat equation with quadratic potential and weakly dependent data with applications
• Macroscaling Limit Theorems for Filtered Spatiotemporal Random Fields
• Solutions of First Order Linear Partial Differential Equations Related to Urn Models and Central Limit Theorems
• A central limit theorem via differential equations

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