Showing 11 - 15 of 15
Ultraslow diffusion is a physical model in which a plume of diffusing particles spreads at a logarithmic rate. Governing partial differential equations for ultraslow diffusion involve fractional time derivatives whose order is distributed over the interval from zero to one. This paper develops...
Persistent link: https://www.econbiz.de/10008874090
A stochastic process on a finite-dimensional real vector space is operator-self-similar if a linear time change produces a new process whose distributions scale back to those of the original process, where we allow scaling by a family of affine linear operators. We prove a spectral decomposition...
Persistent link: https://www.econbiz.de/10008874274
Operator geometric stable laws are the weak limits of operator normed and centered geometric random sums of independent, identically distributed random vectors. They generalize operator stable laws and geometric stable laws. In this work we characterize operator geometric stable distributions,...
Persistent link: https://www.econbiz.de/10005221627
If An[mu]kn * [delta](an) = [nu] where [nu] is full and kn+1/kn -- c [greater-or-equal, slanted] 1, we say that [mu] belongs to the generalized domain of semistable attraction (GDOSA) of [nu]. In this paper we describe the structure of GDOSA, and we give concise necessary and sufficient...
Persistent link: https://www.econbiz.de/10005222964
Bounds on the norming operators for distributions in the domain of semi-stable attraction of an operator semi-stable distribution are found. These bounds are used to establish the existence and nonexistence of moments of distributions in the domain of semi-stable attraction of an operator...
Persistent link: https://www.econbiz.de/10005223663