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On the persistence of decorrelation in the theory of wave turbulence

Anne-Sophie de Suzzoni (2013)

Journées Équations aux dérivées partielles

We study the statistical properties of the solutions of the Kadomstev-Petviashvili equations (KP-I and KP-II) on the torus when the initial datum is a random variable. We give ourselves a random variable u 0 with values in the Sobolev space H s with s big enough such that its Fourier coefficients are independent from each other. We assume that the laws of these Fourier coefficients are invariant under multiplication by e i θ for all θ ∈ ℝ . We investigate about the persistence of the decorrelation between the...

On the rate of approximation in the random sum CLT for dependent variables

Adhir Kumar Basu (1987)

Aplikace matematiky

Capital " O " and lower-case " o " approximations of the expected value of a class of smooth functions ( f ∈ C r ( R ) ) of the normalized random partial sums of dependent random variables by the expectation of the corresponding functions of Gaussian random variables are established. The same types of approximation are also obtained for dependent random vectors. This generalizes and improves previous results of the author (1980) and Rychlik and Szynal (1979).

On the rate of convergence in the weak invariance principle for dependent random variables with applications to Markov chains

Ion Grama, Émile Le Page, Marc Peigné (2014)

Colloquium Mathematicae

We prove an invariance principle for non-stationary random processes and establish a rate of convergence under a new type of mixing condition. The dependence is exponentially decaying in the gap between the past and the future and is controlled by an assumption on the characteristic function of the finite-dimensional increments of the process. The distinctive feature of the new mixing condition is that the dependence increases exponentially in the dimension of the increments. The proposed mixing...

On the regularity of stochastic currents, fractional brownian motion and applications to a turbulence model

Franco Flandoli, Massimiliano Gubinelli, Francesco Russo (2009)

Annales de l'I.H.P. Probabilités et statistiques

We study the pathwise regularity of the map φ↦I(φ)=∫0T〈φ(Xt), dXt〉, where φ is a vector function on ℝd belonging to some Banach space V, X is a stochastic process and the integral is some version of a stochastic integral defined via regularization. A continuous version of this map, seen as a random element of the topological dual of V will be called stochastic current. We give sufficient conditions for the current to live in some Sobolev space of distributions and we provide elements to conjecture...

Currently displaying 281 – 300 of 392