This article is cited in 1 paper

A Central Limit Theorem for Integrals with Respect to Random Measures

V. P. Demichev

M. V. Lomonosov Moscow State University

Abstract: 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.

Keywords: central limit theorem, integral with respect to a stationary random measure, Burgers equation with random initial data.

UDC: 519.21

Received: 02.04.2012
Revised: 10.12.2012

DOI: 10.4213/mzm9375

 English version: Mathematical Notes, 2014, 95:2, 193–203

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