Scaling limits of solutions of the heat equation for singular non-Gaussian data

Journal of Statistical Physics

Volumn 91, Issue 1-2, 1998, Pages 423-438

  Leonenko, Nikolai N ^a   Woyczynski, Wojbor A ^b  

^a TARAS SHEVCHENKO NATIONAL UNIVERSITY OF KYIV   (Ukraine)

^b CASE WESTERN RESERVE UNIVERSITY   (United States)

Author keywords

Chebyshev Hermite expansions; Heat equation; Long range dependence; Non Gaussian initial conditions; Scaling limit

Indexed keywords

EID: 0032045221     PISSN: 00224715     EISSN: None     Source Type: Journal    
DOI: 10.1023/a:1023060625577     Document Type: Article

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