Czasopisma Naukowe w Sieci (CNS)

Convergence of random oscillatory integrals in the presence of long-range dependence and application to homogenization

  1. Atef Lechiheb
  2. Ivan Nourdin
  3. Guangqu Zheng
  4. Ezzedine Haouala

Abstract

This paper deals with the asymptotic behavior of random oscillatory integrals in the presence of long-range dependence. As a byproduct, we solve the corrector problem in random homogenization of onedimensional elliptic equations with highly oscillatory random coefficients displaying long-range dependence, by proving convergence to stochastic integrals with respect to Hermite processes.

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Probability and Mathematical Statistics

38, z. 2, 2018

Strony od 271 do 286

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