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

STOCHASTIC PROCESSES AND THEIR APPLICATIONS

卷:76

Article

Leonenko, NN ; Woyczynski, WA

关键词: nonlinear random waves;    scaling limit;    Gaussian initial conditions;    hermite expansions;    long-range dependence;    Kolmogorov distance;    rate of convergence;   

DOI  :  10.1016/S0304-4149(98)00031-3

来源: Elsevier

【 摘 要 】

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. (C) 1998 Elsevier Science B.V. All rights reserved.

【 授权许可】

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