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arxiv: 1607.01166 · v2 · pith:VC6VZQRSnew · submitted 2016-07-05 · 🧮 math.PR

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

classification 🧮 math.PR
keywords randomdependenceintegralslong-rangeoscillatoryconvergencehomogenizationpresence
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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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