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Statistics & Probability Letters
Volume 48, Issue 3, 1 July 2000, Pages 239-252
 
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doi:10.1016/S0167-7152(00)00003-1    How to Cite or Link Using DOI (Opens New Window)
Copyright © 2000 Elsevier Science B.V. All rights reserved.

Scaling laws for fractional diffusion-wave equations with singular data*1

V. V. AnhCorresponding Author Contact Information, E-mail The Corresponding Author, a and N. N. LeonenkoE-mail The Corresponding Author, b

a School of Mathematical Sciences, Queensland University of Technology, Gardens Point Campus, GPO Box 2434, Brisbane 4001, Australia b Department of Mathematics, Kyiv University (National), Volodimirska, Str., 64, 252601 Kyiv, Ukraine

Received 1 April 1999;
revised 1 October 1999.
Available online 1 June 2000.

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Abstract

Gaussian and non-Gaussian limiting distributions of the rescaled solutions of the fractional (in time) diffusion-wave equation for Gaussian and non-Gaussian initial data with long-range dependence are described in terms of multiple Wiener–Itô integrals.

Author Keywords: Fractional diffusion equation; Fractional random fields; Non-central limit theorems; Stochastic heat equation; Mittag–Leffler function

Mathematical subject codes: 60H05; 62M40

Article Outline

1. Introduction
2. Preliminaries
3. Main result
4. Proof of main result
References

 
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