Author:
Lechiheb Atef,Haouala Ezeddine
Abstract
AbstractThis paper deals with the homogenization problem of one-dimensional pseudo-elliptic equations with a rapidly varying random potential. The main purpose is to characterize the homogenization error (random fluctuations), i.e., the difference between the random solution and the homogenized solution, which strongly depends on the autocovariance property of the underlying random potential. It is well known that when the random potential has short-range dependence, the rescaled homogenization error converges in distribution to a stochastic integral with respect to standard Brownian motion. Here, we are interested in potentials with long-range dependence and we prove convergence to stochastic integrals with respect to the Hermite process.
Subject
Statistics and Probability,Analysis