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 of random grain model on with long-range dependence and marginal Poisson distribution. Following Kaj et al (2007) we assume that the intensity of the underlying Poisson process of grains increases together with the scaling parameter as , for some . The results are applicable to the Boolean model and exponential and rely on an expansion of 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}
}