Scaling limits of nonlinear functions of random grain model, with application to Burgers' equation

被引:0
|
作者
Surgailis, Donatas [1 ]
机构
[1] Vilnius Univ, Fac Math & Informat, Naugarduko 24, LT-03225 Vilnius, Lithuania
关键词
Random grain model; Boolean model; Scaling limit; Charlier polynomials; Mehler's formula; Burgers' equation; LINEAR RANDOM-FIELDS; CONTEMPORANEOUS AGGREGATION; THEOREMS; CONVERGENCE; TRANSITION; MOTION;
D O I
10.1016/j.spa.2024.104390
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We study scaling limits of nonlinear functions G of random grain model X on R-d with longrange dependence and marginal Poisson distribution. Following Kaj et al. (2007) we assume that the intensity M of the underlying Poisson process of grains increases together with the scaling parameter lambda as M = lambda (gamma) , for some gamma > 0 . The results are applicable to the Boolean model and exponential G and rely on an expansion of G in Charlier polynomials and a generalization of Mehler's formula. Application to solution of Burgers' equation with initial aggregated random grain data is discussed.
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页数:12
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