A central limit theorem for integrals with respect to random measures

被引：0

作者：

V. P. Demichev

机构：

[1] Moscow State University,

来源：

Mathematical Notes | 2014年 / 95卷

关键词：

central limit theorem; integral with respect to a stationary random measure; Burgers equation with random initial data;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

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.

引用

页码：191 / 201

页数：10

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