Fractional spherical random fields
D’Ovidio, Mirko,
Nikolai Leonenko and
Enzo Orsingher
Statistics & Probability Letters, 2016, vol. 116, issue C, 146-156
Abstract:
In this paper we study the solutions of different forms of fractional equations on the unit sphere S12⊂R3 possessing the structure of time-dependent random fields. We study the correlation structures of the random fields emerging in the analysis of the solutions of two kinds of fractional equations displaying (Theorem 1) a long-range behaviour and (Theorem 2) a short-range behaviour.
Keywords: Fractional equations; Spherical Brownian motion; Subordinators; Random fields; Laplace–Beltrami operators; Spherical harmonics (search for similar items in EconPapers)
Date: 2016
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Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:116:y:2016:i:c:p:146-156
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DOI: 10.1016/j.spl.2016.04.011
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