This paper investigates solutions of hyperbolic diffusion equations in with random initial conditions. The solutions are given as spatial-temporal random fields. Their restrictions to the unit sphere are studied. All assumptions are formulated in terms of the angular power spectrum or the spectral measure of the random initial conditions. Approximations to the exact solutions are given. Upper bounds for the mean-square convergence rates of the approximation fields are obtained. The smoothness properties of the exact solution and its approximation are also investigated. It is demonstrated that the Hölder-type continuity of the solution depends on the decay of the angular power spectrum. Conditions on the spectral measure of initial conditions that guarantee short- or long-range dependence of the solutions are given. Numerical studies are presented to verify the theoretical findings.
18 May 2019 in Methodology and Computing in Applied Probability
We prove a version of the reduction principle for functionals of vector long-range dependent random fields. The components of the fields may have different long-range dependent behaviours. The results are illustrated by an application to the first Minkowski functional of the Fisher-Snedecor random fields. Simulation studies confirm the obtained theoretical results and suggest some new problems.
This paper investigates solutions of hyperbolic diffusion equations in $\mathbb{R}^3$ with random initial conditions. The solutions are given as spatial-temporal random fields. Their restrictions to the unit sphere $S^2$ are studied. All assumptions are formulated in terms of the angular power spectrum or the spectral measure of the random initial conditions. Approximations to the exact solutions are given. Upper bounds for the mean-square convergence rates of the approximation fields are obtained. The smoothness properties of the exact solution and its approximation are also investigated. It is demonstrated that the H\"{o}lder-type continuity of the solution depends on the decay of the angular power spectrum. Conditions on the spectral measure of initial conditions that guarantee short or long-range dependence of the solutions are given. Numerical studies are presented to verify the theoretical findings.
We prove the reduction principle for asymptotics of functionals of vector random fields with weakly and strongly dependent components. These functionals can be used to construct new classes of random fields with skewed and heavy-tailed distributions. Contrary to the case of scalar long-range dependent random fields, it is shown that the asymptotic behaviour of such functionals is not necessarily determined by the terms at their Hermite rank. The results are illustrated by an application to the first Minkowski functional of the Student random fields. Some simulation studies based on the theoretical findings are also presented.
18 September 2020 in Bulletin of the Australian Mathematical Society