EXACT PARABOLIC ASYMPTOTICS FOR SINGULAR N-D BURGERS RANDOM-FIELDS - GAUSSIAN APPROXIMATION

Authors
LEONENKO NN WOYCZYNSKI WA
Citation
Nn. Leonenko et Wa. Woyczynski, EXACT PARABOLIC ASYMPTOTICS FOR SINGULAR N-D BURGERS RANDOM-FIELDS - GAUSSIAN APPROXIMATION, Stochastic processes and their applications, 76(2), 1998, pp. 141-165
Citations number
60
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
Stochastic processes and their applications → ACNP
ISSN journal
03044149
Volume
76
Issue
2
Year of publication
1998
Pages
141 - 165
Database
ISI
SICI code
0304-4149(1998)76:2<141:EPAFSN>2.0.ZU;2-Z
Abstract
The rate of convergence (in the. uniform Kolmogorov's distance) for pr obability distributions of parabolically rescaled solutions of the mul tidimensional 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 res erved.