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arXiv · 1607.01166

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

Atef Lechiheb·Ivan Nourdin·Guangqu Zheng·Ezedine Haouala
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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 one-dimensional 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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Atef Lechiheb, Ivan Nourdin, Guangqu Zheng, Ezedine Haouala. 2017-01-02. Convergence of random oscillatory integrals in the presence of long-range dependence and application to homogenization. https://doi.org/10.19195/0208-4147.38.2.2

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