Published September 2018
| Version v1
Journal article
Estimates for Functionals of Solutions to Higher-Order Heat-Type Equations with Random Initial Conditions
- 1. Taras Shevchenko National University of Kyiv, Department of Probability Theory, Statistics and Actuarial Mathematics (Ukraine)
- 2. Sapienza University of Rome, Department of Statistical Sciences (Italy)
Description
In the present paper we continue the investigation of solutions to higher-order heat-type equations with random initial conditions, which play the important role in many applied areas. We consider the random initial conditions given by harmonizable -sub-Gaussian processes. The main results are the bounds for the distributions of the suprema over bounded and unbounded domains for solutions of such equations. The results obtained in the paper hold, in particular, for the case of Gaussian initial condition.
Additional details
Identifiers
Publishing Information
- Journal Title
- Journal of Statistical Physics
- Journal Volume
- 172
- Journal Issue
- 6
- Journal Page Range
- p. 1641-1662
- ISSN
- 0022-4715
- CODEN
- JSTPBS
INIS
- Country of Publication
- United States
- Country of Input or Organization
- International Atomic Energy Agency (IAEA)
- INIS RN
- 50031581
- Subject category
- S71: CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSICS;
- Descriptors DEI
- DISTRIBUTION; EQUATIONS; FUNCTIONALS; GAUSSIAN PROCESSES; HEAT; MATHEMATICAL SOLUTIONS; RANDOMNESS
- Descriptors DEC
- ENERGY; FUNCTIONS
Optional Information
- Copyright
- Copyright (c) 2018 Springer Science+Business Media, LLC, part of Springer Nature
- Notes
- http://www.springer-ny.com