Limit Theorems on Convergence of Expectations of Functionals of Sums of Independent Random Variables to Solutions of Initial-Boundary Value Problems. / Ibragimov, I.A.; Smorodina, N.V.; Faddeev, M.M.
In: Theory of Probability and its Applications, Vol. 59, No. 2, 2015, p. 244 -- 259.Research output: Contribution to journal › Article
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TY - JOUR
T1 - Limit Theorems on Convergence of Expectations of Functionals of Sums of Independent Random Variables to Solutions of Initial-Boundary Value Problems
AU - Ibragimov, I.A.
AU - Smorodina, N.V.
AU - Faddeev, M.M.
PY - 2015
Y1 - 2015
N2 - We prove limit theorems on convergence of mathematical expectations of functionals of certain random walks to the solution of an initial-boundary value problem for the equation ${\partial u}/{\partial t}=({\sigma^2}/{2})\Delta u=0,$ where $\sigma$ is a complex-valued parameter with ${\rm Re}\,\sigma^2\ge 0$.
AB - We prove limit theorems on convergence of mathematical expectations of functionals of certain random walks to the solution of an initial-boundary value problem for the equation ${\partial u}/{\partial t}=({\sigma^2}/{2})\Delta u=0,$ where $\sigma$ is a complex-valued parameter with ${\rm Re}\,\sigma^2\ge 0$.
KW - initial-boundary value problem
KW - limit theorems
KW - Feynman measure
KW - pseudoprocess
U2 - doi:10.1137/S0040585X97T987053
DO - doi:10.1137/S0040585X97T987053
M3 - Article
VL - 59
SP - 244
EP - 259
JO - Theory of Probability and its Applications
JF - Theory of Probability and its Applications
SN - 0040-585X
IS - 2
ER -
ID: 5790615