MPS-RR 1999-6

January 1999

# Parameter identification for stochastic Burgers flows via parabolic rescaling

by:

### Nikolai N. Leonenko, Wojbor A. Woyczynski

The paper presents a systematic study of classical statistical
inference problems (parameter estimation and hypothesis testing) for
random fields arising as solutions of the one-dimensional nonlinear
diffusion equation with random initial data (the Burgers turbulence
problem). This nonlinear, hydrodynamic-type
partial differential equation is an ubiquitous model in physics and
engineering. This work can be seen as part of a larger program of
developing statistical inference tools for complex stochastic
flows governed by nontrivial physically constrained dynamics.

Availability: [ gzipped `ps`

-file ] [ `pdf`

-file ]

[ Help on down-loading/viewing/printing ]

This paper has now been published in *Probability and Mathematical Statistics (2001) 21, 1, 1-55.*