English

Even-order pseudoprocesses on a circle and related Poisson kernels

Probability 2013-04-30 v3

Abstract

Pseudoprocesses, constructed by means of the solutions of higher-order heat-type equations have been developed by several authors and many related functionals have been analyzed by means of the Feynman-Kac functional or by means of the Spitzer identity. We here examine even-order pseudoprocesses wrapped up on circles and derive their explicit signed density measures. We observe that circular even-order pseudoprocesses differ substantially from pseudoprocesses on the line because - for t>tˉ>0t> \bar{t} > 0, where tˉ\bar{t} is a suitable nn-dependent time value - they become real random variables. By composing the circular pseudoprocesses with positively-skewed stable processes we arrive at genuine circular processes whose distribution, in the form of Poisson kernels, is obtained. The distribution of circular even-order pseudoprocesses is similar to the Von Mises (or Fisher) circular normal and therefore to the wrapped up law of Brownian motion. Time-fractional and space-fractional equations related to processes and pseudoprocesses on the unit radius circumference are introduced and analyzed.

Keywords

Cite

@article{arxiv.1212.5786,
  title  = {Even-order pseudoprocesses on a circle and related Poisson kernels},
  author = {Enzo Orsingher and Bruno Toaldo},
  journal= {arXiv preprint arXiv:1212.5786},
  year   = {2013}
}
R2 v1 2026-06-21T22:59:31.780Z