Limit Behavior of Quadratic Forms of Moving Averages and Statistical Solutions of the Burgers' Equation
Let ..., X-1, X0, X1, ... be symmetric i.i.d. random variables belonging to the domain of normal attraction of an [alpha]-stable distribution with 1 < [alpha] < 2, and let cj = j-[beta][Lambda](j) with 1/[alpha] < [beta] and a slowly varying [Lambda](j). We study the limit behavior of the partial sum processes Dn(t) = [summation operator][nt]k=1Q([summation operator]k-[infinity]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.
Year of publication: |
1995
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Authors: | Hu, Y. M. ; Woyczynski, W. A. |
Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 52.1995, 1, p. 15-44
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Publisher: |
Elsevier |
Saved in:
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