Pseudoprocesses on a circle and related Poisson kernels

DOI10.1080/17442508.2014.991326MaRDI QIDQ2804002zbMATHOpenAlexFDO

Authors Bruno Toaldo, Enzo Orsingher

Publication date 27 April 2016

Published in Stochastics (Search for Journal in Brave)

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

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)

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.

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Cited in

(4)

• A review on time-changed pseudoprocesses and related distributions
• Telegraph random evolutions on a circle
• Pseudoprocesses related to higher-order equations of vibrations of rods
• Wrapped processes on circular lattices for planar directions

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