On intersections of independent space-time anisotropic Gaussian fields

DOI10.1016/j.spl.2020.108874zbMath1460.60020OpenAlexW3040717009MaRDI QIDQ2216951

Zhen Long Chen, Jun Wang, Dong Sheng Wu

Publication date: 18 December 2020

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2020.108874

zbMATH Keywords

Hausdorff dimensionintersectionGaussian fieldshitting probabilityspace-time anisotropic

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15) Sample path properties (60G17)

Related Items (2)

Hitting probabilities and intersections of time-space anisotropic random fields ⋮ Multiple intersections of space-time anisotropic Gaussian fields

Cites Work

• Critical Brownian sheet does not have double points
• Multivariate operator-self-similar random fields
• Potential theory for a family of several Markov processes
• Capacity and energy for multiparameter Markov processes
• Regularity of intersection local times of fractional Brownian motions
• Uniform dimension results for Gaussian random fields
• The intersection local time of fractional Brownian motion in the plane
• Occupation densities
• Intersections of Brownian motions
• Dimension results for space-anisotropic Gaussian random fields
• Lévy processes: capacity and Hausdorff dimension
• On intersections of independent anisotropic Gaussian random fields
• Hitting probabilities and the Hausdorff dimension of the inverse images of anisotropic Gaussian random fields
• The measure theory of random fractals
• Which sets contain multiple points of Brownian motion?
• Multiparameter Processes
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