Displaying similar documents to “A note on the application of integrals involving cyclic products of kernels.”

Asymptotic normality of eigenvalues of random ordinary differential operators

Martin Hála (1991)

Applications of Mathematics

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Boundary value problems for ordinary differential equations with random coefficients are dealt with. The coefficients are assumed to be Gaussian vectorial stationary processes multiplied by intensity functions and converging to the white noise process. A theorem on the limit distribution of the random eigenvalues is presented together with applications in mechanics and dynamics.

On the density of some Wiener functionals: an application of Malliavin calculus.

Antoni Sintes Blanc (1992)

Publicacions Matemàtiques

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Using a representation as an infinite linear combination of chi-square independent random variables, it is shown that some Wiener functionals, appearing in empirical characteristic process asymptotic theory, have densities which are tempered in the properly infinite case and exponentially decaying in the finite case.