Non-Gaussian scenarios for the heat equation with singular initial conditions (Q1613656)

The heat equation \(\frac {\partial u}{\partial t}= \mu \Delta u\), \(\mu >0,\) subject to random initial condition \(u(0,x)=\nu (x)\), \(x\in R^n, \) is investigated where \(u=u(t,x)\), \(t>0\), \(x\in R^n\), and \(\nu (x)=\nu (x,\omega), \omega \in \Omega\), is a random field defined on a suitable complete probability space \((\Omega , \mathcal F, P)\). Non-Gaussian limiting distributions of the rescaling solutions for non-Gaussian initial data with long-range dependence are described in terms of their multiple stochastic integral representations.