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 φ-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
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