Gibbs-Cox Random Fields and Burgers Turbulence

We study the large time behavior of random fields which are solutions of a nonlinear partial differential equation, called Burgers' equation, under stochastic initial conditions. These are assumed to be of the shot noise type with the Gibbs-Cox process driving the spatial distribution of the &q...

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Veröffentlicht in:The Annals of applied probability 1995-05, Vol.5 (2), p.461-492
Hauptverfasser: Funaki, T., Surgailis, D., Woyczynski, W. A.
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creator Funaki, T.
Surgailis, D.
Woyczynski, W. A.
description We study the large time behavior of random fields which are solutions of a nonlinear partial differential equation, called Burgers' equation, under stochastic initial conditions. These are assumed to be of the shot noise type with the Gibbs-Cox process driving the spatial distribution of the "bumps." In certain cases, this work extends an earlier effort by Surgailis and Woyczynski, where only noninteracting "bumps" driven by the traditional doubly stochastic Poisson process were considered. In contrast to the previous work by Bulinski and Molchanov, a non-Gaussian scaling limit of the statistical solutions is discovered. Burgers' equation is known to describe various physical phenomena such as nonlinear and shock waves, distribution of self-gravitating matter in the universe and so forth.
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source Jstor Complete Legacy; Elektronische Zeitschriftenbibliothek - Frei zugängliche E-Journals; Project Euclid Complete; JSTOR Mathematics & Statistics
subjects 35H53
60H15
76F20
Burger equation
Burgers turbulence
Gibbs-Cox random field
Mathematical theorems
Mathematics
multiple Wiener-Ito integral
Non Gaussianity
Particle interactions
Perceptron convergence procedure
Poisson process
scaling limits
Shot noise
Turbulence
White noise
title Gibbs-Cox Random Fields and Burgers Turbulence
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