Hitting probabilities of a class of Gaussian random fields

被引:3
作者
Ni, Wenqing [1 ,2 ]
Chen, Zhenlong [1 ]
机构
[1] Zhejiang Gongshang Univ, Sch Math & Stat, Hangzhou 310018, Peoples R China
[2] Jimei Univ, Sch Sci, Xiamen 361021, Peoples R China
基金
中国国家自然科学基金;
关键词
Hitting probabilities; Gaussian random field; Capacity; Hausdorff measure; INTERSECTIONS; DIMENSION;
D O I
10.1016/j.spl.2016.06.012
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Let X = {X(t), t is an element of R-N} be an (N, d) -Gaussian random field whose components are independent copies of a centered Gaussian random field X-0. Under the assumption that the canonical metric root E(X-0(t) - X-0(s))(2) is commensurate with gamma(Sigma(N)(j=1) vertical bar t(j) - s(j)vertical bar(Hj)), where s = (s(1),..., s(N)), t = (t(1),..., t(N)) is an element of R-N, H-j is an element of (0, 1), j = 1, 2,..., N and gamma(r) is a non negative function with some mild conditions, upper and lower bounds on the hitting probabilities of X are obtained. To illustrate our results, several examples of Gaussian random fields are given. (C) 2016 Elsevier B.V. All rights reserved.
引用
收藏
页码:145 / 155
页数:11
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