Fractional Generalized Random Fields on Bounded Domains

نویسندگان

  • M. D. Ruiz-Medina
  • J. M. Angulo
  • V. V. Anh
  • MARCEL DEKKER
چکیده

Using the theory of generalized random fields on fractional Sobolev spaces on bounded domains, and the concept of dual generalized random field, this paper introduces a class of random fields with fractional-order pure point spectra. The covariance factorization of an a-generalized random field having a dual is established, leading to a white-noise linearfilter representation, which reduces to the usual Markov representation in the ordinary case when a [ N and the covariance operator of the dual random field is local. Fractional-order differential models commonly arising from anomalous diffusion in disordered media can be studied within this framework.

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تاریخ انتشار 2003