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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DOI: 10.1016/j.spl.2016.04.011

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