Spatially homogeneous random evolutions
Spatially homogeneous random evolutions arise in the study of the growth of a population in a spatially homogeneous random environment. The random evolution is obtained as the solution of a bilinear stochastic evolution equation. The main results are concerned with the asymptotic behavior of the solution for large times. In particular, conditions for the existence of a stationary random field are established. Furthermore space-time renormalization limit theorems are obtained which lead to either Gaussian or non-Gaussian generalized processes depending on the case under consideration.
Year of publication: |
1980
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Authors: | Dawson, Donald A. ; Salehi, Habib |
Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 10.1980, 2, p. 141-180
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Publisher: |
Elsevier |
Keywords: | Random evolution multiple Wiener integrals limit theorems renormalization |
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