Mixing “In the sense of Ibragimov.” Estimate for the rate of approach of a family of integral functionals of a solution of a differential equation with periodic coefficients to a family of wiener processes. Some applications. I

• Date: 2010
• Main Authors: Bondarev, B. V., Kozyr', S. M., Бондарев, Б. В., Козырь, С. М.
• Format: Article
• Language: Russian; English
• Published: Institute of Mathematics, NAS of Ukraine 2010
• Online Access: https://umj.imath.kiev.ua/index.php/umj/article/view/2905
• Journal Title: Ukrains’kyi Matematychnyi Zhurnal

We prove that a bounded 1-periodic function of a solution of a time-homogeneous diffusion equation with 1-periodic coefficients forms a process that satisfies the condition of uniform strong mixing. We obtain an estimate for the rate of approach of a certain normalized integral functional of a solut...