Fractional random fields on domains with fractal boundary
Ruiz-Medina, Maria D., Anh, Vo V., & Angulo, Jose M. (2004) Fractional random fields on domains with fractal boundary. Infinite Dimensional Analysis, Quantum Probability and Related Topics, 7(3), pp. 395-417.
For random fields with fractional regularity order (respectively, fractional singularity order), an orthogonal decomposition of the associated reproducing kernel Hilbert space with respect to domains with fractal boundary is derived. The approach presented is based on the theory of generalized random fields on fractional Sobolev spaces. The orthogonal decomposition derived is equivalent to the weak-sense Markov condition, and based on the concept of splitting Hilbert spaces. A mean-square fractional order differential representation on bounded domains with fractal boundary is also obtained. In the Gaussian case, the random fields studied have fractal sample paths. Examples of fractional-order differential models in the class considered are provided.
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|Item Type:||Journal Article|
|Subjects:||Australian and New Zealand Standard Research Classification > MATHEMATICAL SCIENCES (010000) > STATISTICS (010400) > Stochastic Analysis and Modelling (010406)|
|Divisions:||Past > QUT Faculties & Divisions > Faculty of Science and Technology
Current > Research Centres > Science Research Centre
|Copyright Owner:||Copyright 2004 World Scientific Publishing|
|Copyright Statement:||Reproduced in accordance with the copyright policy of the publisher.|
|Deposited On:||04 May 2007 00:00|
|Last Modified:||29 Feb 2012 13:07|
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