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

Autor

  • Ivan Nourdin
  • Atef Lechiheb
  • Guangqu Zheng
  • Ezzedine Haouala

DOI:

https://doi.org/10.19195/0208-4147.38.2.2

Słowa kluczowe:

Elliptic equation, Hermite process, oscillatory integral, corrector, homogenization

Abstrakt

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.

Pobrania

Opublikowane

2018-12-28

Numer

Dział

Artykuły [1035]