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

N. N. Leonenko and W. A. Woyczynski

Stochastic Processes and their Applications, 1998, vol. 76, issue 2, 141-165

Abstract: 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.

Keywords: Nonlinear; random; waves; Scaling; limit; Gaussian; initial; conditions; Hermite; expansions; Long-range; dependence; Kolmogorov; distance; Rate; of; convergence (search for similar items in EconPapers)
Date: 1998
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Citations: View citations in EconPapers (2)

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