Non-Gaussian limit distributions for solutions of Burgers equation with strongly dependent random initial conditions

Artikel in diesem Heft

1. Some applications of the stochastic representation of elliptically contoured distribution
2. General equation for the eigenvalues of empirical covariance matrices I
3. Constructive proof of the localization for finite-difference infinite-order operator with random potential
4. Asymptotic behavior of spectral function of empirical covariance matrices
5. Asymptotic solutions of linear partial differential equations of first order having random coefficients
6. Non-Gaussian limit distributions for solutions of Burgers equation with strongly dependent random initial conditions
7. Representations of canonical commutation relations defined by Gaussian measure and Gaussian cocycle
8. Estimation of states of some recursively defined systems
9. Variation of solutions of stochastic differential equations with respect to the initial condition and parameters