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Fractional spherical random fields

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  • D’Ovidio, Mirko
  • Leonenko, Nikolai
  • Orsingher, Enzo

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.

Suggested Citation

  • D’Ovidio, Mirko & Leonenko, Nikolai & Orsingher, Enzo, 2016. "Fractional spherical random fields," Statistics & Probability Letters, Elsevier, vol. 116(C), pages 146-156.
    • Handle: RePEc:eee:stapro:v:116:y:2016:i:c:p:146-156
    DOI: 10.1016/j.spl.2016.04.011
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    References listed on IDEAS

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    1. Baldi, Paolo & Marinucci, Domenico, 2007. "Some characterizations of the spherical harmonics coefficients for isotropic random fields," Statistics & Probability Letters, Elsevier, vol. 77(5), pages 490-496, March.
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    Cited by:

    1. Leonenko, N.N. & Papić, I. & Sikorskii, A. & Šuvak, N., 2017. "Heavy-tailed fractional Pearson diffusions," Stochastic Processes and their Applications, Elsevier, vol. 127(11), pages 3512-3535.

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