Higher-order spectral densities of fractional random fields (Q1870242): Difference between revisions
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Latest revision as of 08:54, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Higher-order spectral densities of fractional random fields |
scientific article |
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Higher-order spectral densities of fractional random fields (English)
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11 May 2003
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The fractional heat equation and fractional diffusion equations with random initial conditions and their properly rescaled solutions are considered. Emphasis is on spectral and stationarity properties of the arising spatial random fields, the ``diagram formalism'' and the Riesz composition formula playing an essential role in the analysis. The authors so accomplish a first step to full parametrization of higher order spectra of some classes of fractional random fields.
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fractional kinetics
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fractional diffusion
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long range dependence
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non-Gaussian scenario
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Mittag-Leffler function
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