Title of article :
Limit Behavior of Quadratic Forms of Moving Averages and Statistical Solutions of the Burgers′ Equation
Author/Authors :
Hu، نويسنده , , Y.M. and Woyczynski، نويسنده , , W.A.، نويسنده ,
Issue Information :
دوفصلنامه با شماره پیاپی سال 1995
Pages :
30
From page :
15
To page :
44
Abstract :
Let ..., X−1, X0, X1, ... be symmetric i.i.d. random variables belonging to the domain of normal attraction of an α-stable distribution with 1 < α < 2, and let cj = j−βΛ(j) with 1/α < β and a slowly varying Λ(j). We study the limit behavior of the partial sum processes Dn(t) = ∑[nt]k=1Q(∑k−∞ck−j) Xj), where Q(x) is a secondorder polynomial. We also comment on how our result relates to the study of the Burgers′ equation with random initial data.
Journal title :
Journal of Multivariate Analysis
Serial Year :
1995
Journal title :
Journal of Multivariate Analysis
Record number :
1557258
Link To Document :
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