Krein's spectral theory and the Paley-Wiener expansion for fractional Brownian motion

In this paper we develop the spectral theory of the fractional Brownian motion (fBm) using the ideas of Krein's work on continuous analogous of orthogonal polynomials on the unit circle. We exhibit the functions which are orthogonal with respect to the spectral measure of the fBm and obtain an explicit reproducing kernel in the frequency domain. We use these results to derive an extension of the classical Paley-Wiener expansion of the ordinary Brownian motion to the fractional case.Comment: Published at http://dx.doi.org/10.1214/009117904000000955 in the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org

Geometrical enhancement of the electric field: Application of fractional calculus in nanoplasmonics

We developed an analytical approach, for a wave propagation in metal-dielectric nanostructures in the quasi-static limit. This consideration establishes a link between fractional geometry of the nanostructure and fractional integro-differentiation. The method is based on fractional calculus and permits to obtain analytical expressions for the electric field enhancement.Comment: Published in EP

Continuous Time Random Walks in periodic systems: fluid limit and fractional differential equations on the circle

In this article, the continuous time random walk on the circle is studied. We derive the corresponding generalized master equation and discuss the effects of topology, especially important when Levy flights are allowed. Then, we work out the fluid limit equation, formulated in terms of the periodic version of the fractional Riemann-Liouville operators, for which we provide explicit expressions. Finally, we compute the propagator in some simple cases. The analysis presented herein should be relevant when investigating anomalous transport phenomena in systems with periodic dimensions.Comment: 14 pages, 1 figure. References added. Published versio