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Limit Behavior of Quadratic Forms of Moving Averages and Statistical Solutions of the Burgers' Equation

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  • Hu, Y. M.
  • Woyczynski, W. A.

Abstract

Let ..., X-1, X0, X1, ... be symmetric i.i.d. random variables belonging to the domain of normal attraction of an [alpha]-stable distribution with 1

Suggested Citation

  • Hu, Y. M. & Woyczynski, W. A., 1995. "Limit Behavior of Quadratic Forms of Moving Averages and Statistical Solutions of the Burgers' Equation," Journal of Multivariate Analysis, Elsevier, vol. 52(1), pages 15-44, January.
    • Handle: RePEc:eee:jmvana:v:52:y:1995:i:1:p:15-44
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    Cited by:

    1. Weron, Karina & Kotulski, Marcin, 1996. "On the Cole-Cole relaxation function and related Mittag-Leffler distribution," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 232(1), pages 180-188.
    2. Leonenko, N. N. & Woyczynski, W. A., 1998. "Exact parabolic asymptotics for singular -D Burgers' random fields: Gaussian approximation," Stochastic Processes and their Applications, Elsevier, vol. 76(2), pages 141-165, August.

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