• Title of article

    Limit Behavior of Quadratic Forms of Moving Averages and Statistical Solutions of the Burgers′ Equation

  • Author/Authors

    Hu، نويسنده , , Y.M. and Woyczynski، نويسنده , , W.A.، نويسنده ,

  • Issue Information
    دوفصلنامه با شماره پیاپی سال 1995
  • Pages
    30
  • From page
    15
  • To page
    44
  • Abstract
    Let ..., X−1, X0, X1, ... be symmetric i.i.d. random variables belonging to the domain of normal attraction of an α-stable distribution with 1 < α < 2, and let cj = j−βΛ(j) with 1/α < β and a slowly varying Λ(j). We study the limit behavior of the partial sum processes Dn(t) = ∑[nt]k=1Q(∑k−∞ck−j) Xj), where Q(x) is a secondorder polynomial. We also comment on how our result relates to the study of the Burgers′ equation with random initial data.
  • Journal title
    Journal of Multivariate Analysis
  • Serial Year
    1995
  • Journal title
    Journal of Multivariate Analysis
  • Record number

    1557258