Exact parabolic asymptotics for singular -D Burgers' random fields: Gaussian approximation

The rate of convergence (in the uniform Kolmogorov's distance) for probability distributions of parabolically rescaled solutions of the multidimensional Burgers' equation with random singular Gaussian initial data (with long-range dependence) to a limit Gaussian random field is discussed in this paper.

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Year of publication:	1998
Authors:	Leonenko, N. N. ; Woyczynski, W. A.
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 76.1998, 2, p. 141-165
Publisher:	Elsevier
Keywords:	Nonlinear random waves Scaling limit Gaussian initial conditions Hermite expansions Long-range dependence Kolmogorov distance Rate of convergence

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008873963