FERNIQUE-TYPE INEQUALITIES AND MODULI OF CONTINUITY FOR ANISOTROPIC GAUSSIAN RANDOM FIELDS

被引：0

作者：

Meerschaert, Mark M. ^{[1
]}

Wang, Wensheng ^{[2
]}

Xiao, Yimin ^{[1
]}

机构：

[1] Michigan State Univ, Dept Stat & Probabil, E Lansing, MI 48824 USA

[2] Hangzhou Normal Univ, Dept Math, Hangzhou 310036, Zhejiang, Peoples R China

来源：

TRANSACTIONS OF THE AMERICAN MATHEMATICAL SOCIETY | 2013年 / 365卷 / 02期

基金：

美国国家科学基金会;

关键词：

Gaussian random field; anisotropy; fractional Brownian sheet; modulus of continuity; law of the iterated logarithm; HAUSDORFF MEASURE; PATH PROPERTIES;

D O I：

暂无

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

This paper is concerned with sample path properties of anisotropic Gaussian random fields. We establish Fernique-type inequalities and utilize them to study the global and local moduli of continuity for anisotropic Gaussian random fields. Applications to fractional Brownian sheets and to the solutions of stochastic partial differential equations are investigated.

引用

页码：1081 / 1107

页数：27

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