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Estimates for Functionals of Solutions to Higher-Order Heat-Type Equations with Random Initial Conditions

Authors :
Olga Vasylyk
Enzo Orsingher
Lyudmyla Sakhno
Yu. V. Kozachenko
Source :
Journal of Statistical Physics. 172:1641-1662
Publication Year :
2018
Publisher :
Springer Science and Business Media LLC, 2018.

Abstract

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 $$\varphi $$ -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.

Details

ISSN :
15729613 and 00224715
Volume :
172
Database :
OpenAIRE
Journal :
Journal of Statistical Physics
Accession number :
edsair.doi.dedup.....eb81e5bd3752ded3eb8ba16d55230783