English

Scaling limits of nonlinear functions of random grain model, with application to Burgers' equation

Probability 2023-08-21 v2

Abstract

We study scaling limits of nonlinear functions GG of random grain model XX on Rd\mathbb{R}^d with long-range dependence and marginal Poisson distribution. Following Kaj et al (2007) we assume that the intensity MM of the underlying Poisson process of grains increases together with the scaling parameter λ\lambda as M=λγM = \lambda^\gamma , for some γ>0\gamma > 0. The results are applicable to the Boolean model and exponential GG and rely on an expansion of GG in Charlier polynomials and a generalization of Mehler's formula. Application to solution of Burgers' equation with initial aggregated random grain data is discussed.

Keywords

Cite

@article{arxiv.2212.12203,
  title  = {Scaling limits of nonlinear functions of random grain model, with application to Burgers' equation},
  author = {Donatas Surgailis},
  journal= {arXiv preprint arXiv:2212.12203},
  year   = {2023}
}