The fractional oscillator process with two indices

We introduce a new fractional oscillator process which can be obtained as a solution of a stochastic differential equation with two fractional orders. Basic properties such as fractal dimension and short-range dependence of the process are studied by considering the asymptotic properties of its cova...

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Published inJournal of physics. A, Mathematical and theoretical Vol. 42; no. 6; pp. 065208 - 065208 (34)
Main Authors Lim, S C, Teo, L P
Format Journal Article
LanguageEnglish
Published Bristol IOP Publishing 13.02.2009
IOP
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Summary:We introduce a new fractional oscillator process which can be obtained as a solution of a stochastic differential equation with two fractional orders. Basic properties such as fractal dimension and short-range dependence of the process are studied by considering the asymptotic properties of its covariance function. By considering the fractional oscillator process as the velocity of a diffusion process, we derive the corresponding diffusion constant, fluctuation-dissipation relation and mean-square displacement. The fractional oscillator process can also be regarded as a one-dimensional fractional Euclidean Klein-Gordon field, which can be obtained by applying the Parisi-Wu stochastic quantization method to a nonlocal Euclidean action. The Casimir energy associated with the fractional field at positive temperature is calculated by using the zeta function regularization technique.
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ISSN:1751-8121
1751-8113
1751-8121
DOI:10.1088/1751-8113/42/6/065208