球体上的同位素Q分数布朗运动:规律性和快速模拟
1Department of Mathematical Sciences, Chalmers University of Technology and University of Gothenburg, Gothenburg, Sweden.
概括
我们引入同位素分数布朗运动,扩展高斯随机场. 它的时空规律性取决于空间共变性和赫斯特参数,使用高效的光谱近似方法.
科学领域:
- 随机过程和随机场 随机过程和随机场
- 数据科学和部分微分方程
背景情况:
- 基于现有的同位素高斯随机场和球体上的微分维纳过程理论.
- 解决了数据科学应用中高级随机模型的需求.
研究的目的:
- 介绍并定义球体上的同otropic 分数布朗运动.
- 在时空中分析样本的霍尔德规律.
- 开发和验证高效的近似和模拟方法.
主要方法:
- 作为现有模型的延伸,引入了同位素分数布朗运动.
- 利用光谱方法进行空间近似,证明了强烈且几乎确定的收.
- 采用循环体嵌入和有条件的随机中点位移用于路径模拟.
主要成果:
- 证明时空霍尔德规律是由空间共变运算子规律和赫斯特参数决定的.
- 为光谱近似方法建立了强大且几乎确定的收.
- 数字测试证实时间准确性和计算复杂性与微分维纳过程相当.
结论:
- 拟议的同位素分数布朗运动是模拟复杂的时空现象的可行扩展.
- 频谱近似方法为实际应用提供了一种高效和融合的方法.
- 模拟技术提供了准确和计算上可行的路径生成.
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