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arxiv: 1307.4570 · v1 · pith:AYHCNUHQnew · submitted 2013-07-17 · 🧮 math.PR

Coordinate changed random fields on manifolds

classification 🧮 math.PR
keywords fieldsrandomdependentmanifoldstimetime-changedbetabrownian
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We introduce a class of time dependent random fields on compact Riemannian monifolds. These are represented by time-changed Brownian motions. These processes are time-changed diffusion, or the stochastic solution to the equation involving the Laplace-Beltrami operator and a time-fractional derivative of order $\beta\in (0,1)$. The time dependent random fields we present in this work can therefore be realized through composition and can be viewed as random fields on randomly varying manifolds.

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