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Coordinate changed random fields on manifolds
Published 17 Jul 2013 in math.PR | (1307.4570v1)
Abstract: 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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