Cardiff University | Prifysgol Caerdydd ORCA
Online Research @ Cardiff 
WelshClear Cookie - decide language by browser settings

Fractional Stokes-Boussinesq-Langevin equationand Mittag-Leffler correlation decay

Anh, V. V. and Leonenko, Nikolai N. 2017. Fractional Stokes-Boussinesq-Langevin equationand Mittag-Leffler correlation decay. Theory of Probability and Mathematical Statistics 1 (98) , pp. 8-28.

[img]
Preview
PDF - Accepted Post-Print Version
Download (317kB) | Preview

Abstract

his paper presents some stationary processes which are solutions of the fractional Stokes-Boussinesq-Langevin equation. These processes have reflection positivity and their correlation functions, which may exhibit the Alder-Wainwright effect or long-range dependence, are expressed in terms of the Mittag-Leffler functions. These properties are established rigorously via the theory of KMO-Langevin equation and a combination of Mittag-Leffler functions and fractional derivatives. A~relationship to fractional Riesz-Bessel motion is also investigated. This relationship permits to study the effects of long-range dependence and second-order intermittency simultaneously.

Item Type: Article
Date Type: Publication
Status: Published
Schools: Mathematics
Additional Information: PDF uploaded in accordance with publisher's policies at http://www.sherpa.ac.uk/romeo/issn/0094-9000/(accessed 17.11.17).
Publisher: American Mathematical Society
ISSN: 0094-9000
Date of First Compliant Deposit: 15 November 2017
Date of Acceptance: 10 November 2017
Last Modified: 29 Jun 2019 15:51
URI: http://orca.cf.ac.uk/id/eprint/106527

Actions (repository staff only)

Edit Item Edit Item

Downloads

Downloads per month over past year

View more statistics