Local Limit Theorems for Energy Fluxes of Infinite Divisible Random Fields

José Ulises Márquez-Urbina, Orimar Sauri Arregui

Publikation: Working paper/PreprintPreprint

Abstract

We study the local asymptotic behavior of divergence-like functionals of a family of d-dimensional Infinitely Divisible Random Fields. Specifically, we derive limit theorems of surface integrals over Lipschitz manifolds for this class of fields when the region of integration shrinks to a single point. We show that in most cases, convergence stably in distribution holds after a proper normalisation. Furthermore, the limit random fields can be described in terms of stochastic integrals with respect to a Lévy basis. We additionally discuss how our results can be used to measure the kinetic energy of a possibly turbulent flow.
OriginalsprogEngelsk
UdgiverarXiv
DOI
StatusUdgivet - 2023

Fingeraftryk

Dyk ned i forskningsemnerne om 'Local Limit Theorems for Energy Fluxes of Infinite Divisible Random Fields'. Sammen danner de et unikt fingeraftryk.

Citationsformater