随机振荡积分在长程依赖下的收敛性及其在均匀化中的应用

IF 0.4 4区数学 Q4 STATISTICS & PROBABILITY

Probability and Mathematical Statistics-Poland Pub Date : 2016-07-05 DOI:10.19195/0208-4147.38.2.2

Atef Lechiheb, I. Nourdin, Guangqu Zheng, Ezedine Haouala

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引用次数: 10

摘要

研究了随机振荡积分在存在长程依赖时的渐近性质。作为一个副产品，我们通过证明关于Hermite过程的随机积分的收敛性，解决了具有高振荡随机系数显示长程依赖的一维椭圆方程随机均匀化中的校正问题。

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Convergence of random oscillatory integrals in the presence of long-range dependence and application to homogenization

This paper deals with the asymptotic behavior of random oscillatory integrals in the presence of long-range dependence. As a byproduct, we solve the corrector problem in random homogenization of onedimensional elliptic equations with highly oscillatory random coefficients displaying long-range dependence, by proving convergence to stochastic integrals with respect to Hermite processes.

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来源期刊

Probability and Mathematical Statistics-Poland STATISTICS & PROBABILITY-

CiteScore

0.70

自引率

0.00%

发文量

审稿时长

>12 weeks

期刊介绍： PROBABILITY AND MATHEMATICAL STATISTICS is published by the Kazimierz Urbanik Center for Probability and Mathematical Statistics, and is sponsored jointly by the Faculty of Mathematics and Computer Science of University of Wrocław and the Faculty of Pure and Applied Mathematics of Wrocław University of Science and Technology. The purpose of the journal is to publish original contributions to the theory of probability and mathematical statistics.