时变稳定过程光谱热含量的大时间和小时间行为

IF 0.5 4区 数学 Q4 STATISTICS & PROBABILITY Electronic Communications in Probability Pub Date : 2022-01-01 DOI:10.1214/22-ecp478
Kei Kobayashi, Hyunchul Park
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引用次数: 2

摘要

研究时变稳定过程的谱热含量的大时和小时渐近行为,其中时变稳定过程属于一大类逆从属过程。对于大时间行为,光谱热含量的衰减速率由底层从属变量的拉普拉斯指数决定,这与时间变化为从属变量时所观察到的指数衰减形成鲜明对比。另一方面,小时间行为表现出三种不同的衰变机制,其中衰变速率由拉普拉斯指数和稳定过程的指数决定。
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Large-time and small-time behaviors of the spectral heat content for time-changed stable processes
We study the large-time and small-time asymptotic behaviors of the spectral heat content for time-changed stable processes, where the time change belongs to a large class of inverse subordinators. For the large-time behavior, the spectral heat content decays polynomially with the decay rate determined by the Laplace exponent of the underlying subordinator, which is in sharp contrast to the exponential decay observed in the case when the time change is a subordinator. On the other hand, the small-time behavior exhibits three different decay regimes, where the decay rate is determined by both the Laplace exponent and the index of the stable process.
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来源期刊
Electronic Communications in Probability
Electronic Communications in Probability 工程技术-统计学与概率论
CiteScore
1.00
自引率
0.00%
发文量
38
审稿时长
6-12 weeks
期刊介绍: The Electronic Communications in Probability (ECP) publishes short research articles in probability theory. Its sister journal, the Electronic Journal of Probability (EJP), publishes full-length articles in probability theory. Short papers, those less than 12 pages, should be submitted to ECP first. EJP and ECP share the same editorial board, but with different Editors in Chief.
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