Reflecting time-Space Gaussian random field on compact Riemannian manifold and excursion probability

Reflecting time-Space Gaussian random field on compact Riemannian manifold and excursion probability
复制标题

紧黎曼流形上反映时空高斯随机场及偏移概率

DOI:
10.1080/17442508.2021.2013486
复制
发表时间:
2021-12
期刊:
Stochastics: An International Journal of Probability and Stochastic Processes
影响因子:
--
通讯作者:
Wanyang Dai
Wanyang Dai
中科院分区:
其他
文献类型:
--
作者:
Qianqian Jiang;Wanyang Dai

文献摘要

参考文献

相似文献

从测量量子计算和存储系统的性能以及不同形状的设备上的纳米流变学出发,我们在一般的(1 + d)参数紧致黎曼流形上引入反射时空高斯随机场(RGRF)来模拟量子粒子运动动力学。研究RGRF的主要任务是估计其漂移概率的渐近上界,该上界渐近收敛于零。在这样做时,我们通过Skorohod映射建立RGRF和其净输出高斯随机场(GRF)之间的关系。然后,作为一个中间步骤,我们通过构造一个平面流形和一般紧致黎曼流形之间的面向图的同胚映射来近似GRF的漂移概率。净输出GRF可以是各向同性的或各向异性的。给出了平坦流形上各向异性GRF(如归一化分数布朗单)和球面上各向异性GRF(如归一化分数球面布朗运动)的例子,其中引入了α-分数球面布朗运动,并证明了α-分数球面布朗运动的存在性.
Motivated from measuring the performance of quantum computing and storage systems together with nanorheology over different shapes of devices, we introduce a reflecting time-space Gaussian random field (RGRF) on a general (1 + d)-parameter compact Riemannian manifold to model the quantum particle movement dynamics. The main task in studying the RGRF is to estimate an asymptotic upper bound of its excursion probability, which asymptotically converges to zero. In doing so, we establish a relationship between the RGRF and its netput Gaussian random field (GRF) via a Skorohod mapping. Then, as an intermediate step, we approximate the excursion probability of the GRF by constructing a chart oriented homeomorphism mapping between a flat manifold and a general compact Riemannian manifold. The netput GRF can be either isotropic or anisotropic. Case studies in terms of anisotropic GRFs over a flat manifold such as normalized fractional Brownian sheets (FBSs) and those over a sphere such as normalized anisotropic fractional spherical Brownian motions (FSBMs) are also presented, where an α-FSBM is introduced and its existence is proved for some constant ¯α ∈ (0,1].
DOI: 10.2307/2988285
发表时间: 1986-09
期刊: --
影响因子: --
作者:
Download Here;Rubem Braga
通讯作者: Download Here;Rubem Braga
马尔可夫过程
DOI: 10.5860/choice.196469
发表时间: 2015
期刊:
影响因子: --
作者:
Andreas Eberle
通讯作者: Andreas Eberle
DOI: 10.1023/a:1019178802391
发表时间: 1999-02
期刊: Queueing Systems
影响因子: 1.2
作者:
J. Dai;W. Dai
通讯作者: J. Dai;W. Dai
DOI: 10.1142/s0219749906001621
发表时间: 2005-06
影响因子: 1.2
作者:
Andrew M. Childs;D. Leung;H. Lo
通讯作者: Andrew M. Childs;D. Leung;H. Lo