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
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