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...
Saved in:
Published in | Journal of physics. A, Mathematical and theoretical Vol. 42; no. 6; pp. 065208 - 065208 (34) |
---|---|
Main Authors | , |
Format | Journal Article |
Language | English |
Published |
Bristol
IOP Publishing
13.02.2009
IOP |
Subjects | |
Online Access | Get full text |
Cover
Loading…
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. |
---|---|
Bibliography: | ObjectType-Article-2 SourceType-Scholarly Journals-1 ObjectType-Feature-1 content type line 23 |
ISSN: | 1751-8121 1751-8113 1751-8121 |
DOI: | 10.1088/1751-8113/42/6/065208 |