Limit theorems on convergence to generalized Cauchy type processes
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 28, Tome 486 (2019), pp. 214-228
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We prove a limit theorem on convergence of mathematical expectations of functionals of sums of independent random variables to a Cauchy problem solution for an evolution equation $\frac{\partial{u}}{\partial{t}}=(-1)^m\mathcal{A}_mu$ where $\mathcal{A}_m$ is a convolution operator with a generalized function $|x|^{-2m-2}, m\in\mathbf{N}$.
@article{ZNSL_2019_486_a12,
author = {A. K. Nikolaev and M. V. Platonova},
title = {Limit theorems on convergence to generalized {Cauchy} type processes},
journal = {Zapiski Nauchnykh Seminarov POMI},
pages = {214--228},
year = {2019},
volume = {486},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZNSL_2019_486_a12/}
}
A. K. Nikolaev; M. V. Platonova. Limit theorems on convergence to generalized Cauchy type processes. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 28, Tome 486 (2019), pp. 214-228. http://geodesic.mathdoc.fr/item/ZNSL_2019_486_a12/
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