Abstract:
Integrals with respect to stationary random measures are considered. A central limit theorem for such integrals is proved. The results are applied to obtain a functional central limit theorem for transformed solutions of the Burgers equation with random initial data.
Keywords:
central limit theorem, integral with respect to a stationary random measure, Burgers equation with random initial data.
Citation:
V. P. Demichev, “A Central Limit Theorem for Integrals with Respect to Random Measures”, Mat. Zametki, 95:2 (2014), 209–221; Math. Notes, 95:2 (2014), 193–203
\Bibitem{Dem14}
\by V.~P.~Demichev
\paper A Central Limit Theorem for Integrals with Respect to Random Measures
\jour Mat. Zametki
\yr 2014
\vol 95
\issue 2
\pages 209--221
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\jour Math. Notes
\yr 2014
\vol 95
\issue 2
\pages 193--203
\crossref{https://doi.org/10.1134/S0001434614010209}
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Linking options:
https://www.mathnet.ru/eng/mzm9375
https://doi.org/10.4213/mzm9375
https://www.mathnet.ru/eng/mzm/v95/i2/p209
This publication is cited in the following 1 articles:
X. Lu, X. Cui, Y. Zhang, F. Yin, “Construction of confidence intervals for distributed parameter processes under noise”, IEEE Access, 6 (2018), 37748–37757