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Название: Higher-Order Spectral Densities of Fractional Random Fields
Авторы: Anh V.V., Leonenko N.N., Sakhno L.M.
Journal of Statistical Physics, Vol. 111, Nos. 3/4, May 2003. p. 789-814.
This paper presents the second- and higher-order spectral densities of stationary (in space) random fields arising as approximations of rescaled solutions of the heat and fractional heat equations with singular initial conditions. The development is based on the diagram formalism and the Riesz composition formula. Our results are the first step to full parametrization of higher-order spectra of some classes of fractional random fields.