Hitting probabilities and the Hausdorff dimension of the inverse images of anisotropic Gaussian random fields

被引:31
作者
Bierme, Hermine [1 ]
Lacaux, Celine [2 ]
Xiao, Yimin [3 ]
机构
[1] Univ Paris 05, CNRS, UMR 8145, MAP5, F-75006 Paris, France
[2] Nancy Univ, Inst Elie Cartan, CNRS, INRIA, F-54506 Vandoeuvre Les Nancy, France
[3] Michigan State Univ, Dept Stat & Probabil, E Lansing, MI 48824 USA
基金
美国国家科学基金会;
关键词
FRACTIONAL BROWNIAN SHEETS; CAPACITY;
D O I
10.1112/blms/bdn122
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
Let X = {X(t), t is an element of (N)} be a Gaussian random field with values in (d) defined by X(t) = (X(1)(t), , X(d)(t)), where X(1), , X(d) are independent copies of a centered Gaussian random field X(0). Under certain general conditions on X(0), we study the hitting probabilities of X and determine the Hausdorff dimension of the inverse image X(-1)(F), where F subset of (d) is a non-random Borel set. The class of Gaussian random fields that satisfy our conditions includes not only fractional Brownian motion and the Brownian sheet, but also such anisotropic fields as fractional Brownian sheets, solutions to stochastic heat equation driven by space-time white noise and the operator-scaling Gaussian random fields with stationary increments constructed in [H. Bierme, M. M. Meerschaert and H.-P. Scheffler, 'Operator scaling stable random fields', Stochastic Process. Appl. 117 (2007) 312-332.].
引用
收藏
页码:253 / 273
页数:21
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