含Rosenblatt噪声的波动方程解的空间平均的非中心极限定理

IF 0.4 Q4 STATISTICS & PROBABILITY Theory of Probability and Mathematical Statistics Pub Date : 2022-05-16 DOI:10.1090/tpms/1167
R. Dhoyer, C. Tudor
{"title":"含Rosenblatt噪声的波动方程解的空间平均的非中心极限定理","authors":"R. Dhoyer, C. Tudor","doi":"10.1090/tpms/1167","DOIUrl":null,"url":null,"abstract":"We analyze the limit behavior in distribution of the spatial average of the solution to the wave equation driven by the two-parameter Rosenblatt process in spatial dimension \n\n \n \n d\n =\n 1\n \n d=1\n \n\n. We prove that this spatial average satisfies a non-central limit theorem, more precisely it converges in law to a Wiener integral with respect to the Rosenblatt process. We also give a functional version of this limit theorem.","PeriodicalId":42776,"journal":{"name":"Theory of Probability and Mathematical Statistics","volume":null,"pages":null},"PeriodicalIF":0.4000,"publicationDate":"2022-05-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Non-central limit theorem for the spatial average of the solution to the wave equation with Rosenblatt noise\",\"authors\":\"R. Dhoyer, C. Tudor\",\"doi\":\"10.1090/tpms/1167\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"We analyze the limit behavior in distribution of the spatial average of the solution to the wave equation driven by the two-parameter Rosenblatt process in spatial dimension \\n\\n \\n \\n d\\n =\\n 1\\n \\n d=1\\n \\n\\n. We prove that this spatial average satisfies a non-central limit theorem, more precisely it converges in law to a Wiener integral with respect to the Rosenblatt process. We also give a functional version of this limit theorem.\",\"PeriodicalId\":42776,\"journal\":{\"name\":\"Theory of Probability and Mathematical Statistics\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":0.4000,\"publicationDate\":\"2022-05-16\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Theory of Probability and Mathematical Statistics\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1090/tpms/1167\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q4\",\"JCRName\":\"STATISTICS & PROBABILITY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Theory of Probability and Mathematical Statistics","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1090/tpms/1167","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
引用次数: 0

摘要

本文分析了双参数Rosenblatt过程驱动的波动方程在空间维数d=1时的空间平均解的极限分布行为。我们证明了该空间平均满足一个非中心极限定理,更确切地说,它在定律上收敛于关于Rosenblatt过程的Wiener积分。我们也给出了这个极限定理的泛函形式。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
查看原文
分享 分享
微信好友 朋友圈 QQ好友 复制链接
本刊更多论文
Non-central limit theorem for the spatial average of the solution to the wave equation with Rosenblatt noise
We analyze the limit behavior in distribution of the spatial average of the solution to the wave equation driven by the two-parameter Rosenblatt process in spatial dimension d = 1 d=1 . We prove that this spatial average satisfies a non-central limit theorem, more precisely it converges in law to a Wiener integral with respect to the Rosenblatt process. We also give a functional version of this limit theorem.
求助全文
通过发布文献求助,成功后即可免费获取论文全文。 去求助
来源期刊
CiteScore
1.30
自引率
0.00%
发文量
22
期刊最新文献
Bounded in the mean and stationary solutions of second-order difference equations with operator coefficients Characterization of the least squares estimator: Mis-specified multivariate isotonic regression model with dependent errors Full inference for the anisotropic fractional Brownian field The Burgers-type equation driven by a stochastic measure Temporal properties of the stochastic fractional heat equation with spatially-colored noise
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
×
提示
您的信息不完整,为了账户安全,请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
现在去查看 取消
×
提示
确定
0
微信
客服QQ
Book学术公众号 扫码关注我们
反馈
×
意见反馈
请填写您的意见或建议
请填写您的手机或邮箱
已复制链接
已复制链接
快去分享给好友吧!
我知道了
×
扫码分享
扫码分享
Book学术官方微信
Book学术文献互助
Book学术文献互助群
群 号:481959085
Book学术
文献互助 智能选刊 最新文献 互助须知 联系我们:info@booksci.cn
Book学术提供免费学术资源搜索服务,方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。
Copyright © 2023 Book学术 All rights reserved.
ghs 京公网安备 11010802042870号 京ICP备2023020795号-1