Higher-order spectral densities of fractional random fields
type: Item
instance of: scholarly article
title: Higher-order spectral densities of fractional random fields
zbMATH Open document ID: 1019.60046
DOI: 10.1023/A:1022898131682
published in: Journal of Statistical Physics
publication date: 2003-05-11T00:00:00Z
review text: 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.
Mathematics Subject Classification ID: 60G60
Mathematics Subject Classification ID: 26A33
Mathematics Subject Classification ID: 60H30
Mathematics Subject Classification ID: 33E12
Mathematics Subject Classification ID: 60J60
Mathematics Subject Classification ID: 45K05
zbMATH DE Number: 1908533
zbMATH Keywords: fractional kinetics
zbMATH Keywords: fractional diffusion
zbMATH Keywords: long range dependence
zbMATH Keywords: non-Gaussian scenario
zbMATH Keywords: Mittag-Leffler function
author: Vo V. Anh
author: Nikolai N. Leonenko
author: L. Sakhno
reviewed by: Rudolf Gorenflo
MaRDI profile type: Publication
full work available at URL: a:1022898131682
OpenAlex ID: W1607972637
description: scientific article; zbMATH DE number 1908533