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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. POMI, 2019 Volume 486, Pages 214–228 (Mi znsl6892)

Limit theorems on convergence to generalized Cauchy type processes

A. K. Nikolaeva, M. V. Platonovabc

a Saint Petersburg State University
b St. Petersburg Department of Steklov Mathematical Institute of Russian Academy of Sciences
c Chebyshev Laboratory, St. Petersburg State University, Department of Mathematics and Mechanics

Abstract: We prove a limit theorem on convergence of mathematical expectations of functionals of sums of independent random variables to a Cauchy problem solution for an evolution equation $\frac{\partial{u}}{\partial{t}}=(-1)^m\mathcal{A}_mu$ where $\mathcal{A}_m$ is a convolution operator with a generalized function $|x|^{-2m-2}, m\in\mathbf{N}$.

Key words and phrases: random processes, Cauchy process, evolution equation, limit theorem.

UDC: 519.2

Received: 05.11.2019



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