Non-Gaussian scenarios for the heat equation with singular initial conditions

被引：37

作者：

Anh, VV

Loenenko, NN

机构：

[1] Queensland Univ Technol, Ctr Stat Sci & Ind Math, Brisbane, Qld 4001, Australia

[2] Kiev State Univ, Dept Math, UA-252601 Kiev, Ukraine

来源：

STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 1999年 / 84卷 / 01期

基金：

澳大利亚研究理事会;

关键词：

heat equation; scaling limit; non-Gaussian initial condition; long-range dependence; Chebyshev-Hermite expansions; Laguerre expansions; non-Gaussian distributions;

D O I：

10.1016/S0304-4149(99)00053-8

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Non-Gaussian limiting distributions of the rescaling solutions of the heat equation for non-Gaussian initial data with long-range dependence are discribed in terms of their multiple stochastic integral representations. (C) 1999 Elsevier Science B.V. All rights reserved.

引用

页码：91 / 114

页数：24

共 57 条

[1] STRATIFIED STRUCTURE OF THE UNIVERSE AND BURGERS-EQUATION - A PROBABILISTIC APPROACH [J].