Pseudoprocesses on a circle and related Poisson kernels

DOI10.1080/17442508.2014.991326zbMATH Open1337.60060arXiv1212.5786OpenAlexW2043562767MaRDI QIDQ2804002FDOQ2804002

Bruno Toaldo, Enzo Orsingher

Publication date: 27 April 2016

Published in: Stochastics (Search for Journal in Brave)

Abstract: Pseudoprocesses, constructed by means of the solutions of higher-order heat-type equations have been developed by several authors and many related functionals have been analyzed by means of the Feynman-Kac functional or by means of the Spitzer identity. We here examine even-order pseudoprocesses wrapped up on circles and derive their explicit signed density measures. We observe that circular even-order pseudoprocesses differ substantially from pseudoprocesses on the line because - for $$, where $$ is a suitable $n$-dependent time value - they become real random variables. By composing the circular pseudoprocesses with positively-skewed stable processes we arrive at genuine circular processes whose distribution, in the form of Poisson kernels, is obtained. The distribution of circular even-order pseudoprocesses is similar to the Von Mises (or Fisher) circular normal and therefore to the wrapped up law of Brownian motion. Time-fractional and space-fractional equations related to processes and pseudoprocesses on the unit radius circumference are introduced and analyzed.

Full work available at URL: https://arxiv.org/abs/1212.5786

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zbMATH Keywords

fractional LaplacianMittag-Leffler functionsPoisson kernelstable processeshigher-order heat-type equationspseudoprocessesvon Mises circular law

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Fractional partial differential equations (35R11) Generalized stochastic processes (60G20) Stable stochastic processes (60G52) Kernel functions in one complex variable and applications (30C40)

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Cited In (2)

• Pseudoprocesses related to higher-order equations of vibrations of rods
• Telegraph random evolutions on a circle

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