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Multi-scaling limits for relativistic diffusion equations with random initial data
Journal article   Open access   Peer reviewed

Multi-scaling limits for relativistic diffusion equations with random initial data

GI-REN LIU and Narn-Rueih Shieh
Transactions of the American Mathematical Society, Vol.367(5), pp.3423-3446
2015

Abstract

Hermite ranks Large-scale limits Multiple itô-wiener integrals Random initial data Relativistic diffusion equations Small-scale limits Subordinated gaussian fields
Let u(t, x), t>0, x ∈ ℝ <sup>n</sup> , be the spatial-temporal random field arising from the solution of a relativistic diffusion equation with the spatialfractional parameter α ∈ (0, 2) and the mass parameter m > 0, subject to a random initial condition u(0, x) which is characterized as a subordinated Gaussian field. In this article, we study the large-scale and the small-scale limits for the suitable space-time re-scalings of the solution field u(t, x). Both the Gaussian and the non-Gaussian limit theorems are discussed. The smallscale scaling involves not only scaling on u(t, x) but also re-scaling the initial data; this is a new type result for the literature. Moreover, in the two scalings the parameter α ∈ (0, 2) and the parameter m > 0 play distinct roles for the scaling and the limiting procedures.
url
https://doi.org/10.1090/S0002-9947-2014-06498-2View
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