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

DOI10.1112/blms/bdn122zbMath1165.60022OpenAlexW2107698183MaRDI QIDQ3624303

Hermine Biermé, Céline Lacaux, Yimin Xiao

Publication date: 29 April 2009

Published in: Bulletin of the London Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1112/blms/bdn122

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15) Sample path properties (60G17) Fractals (28A80)

Related Items (26)

Influence of numerical discretizations on hitting probabilities for linear stochastic parabolic systems ⋮ Hitting probabilities and the Hausdorff dimension of the inverse images of a class of anisotropic random fields ⋮ Optimal Hölder continuity and hitting probabilities for SPDEs with rough fractional noises ⋮ Hitting probabilities of a class of Gaussian random fields ⋮ Hitting probabilities and intersections of time-space anisotropic random fields ⋮ Wavelet series representation and geometric properties of harmonizable fractional stable sheets ⋮ Hitting probabilities for systems of non-linear stochastic heat equations in spatial dimension \(k\geq 1\) ⋮ Hitting probabilities and fractal dimensions of multiparameter multifractional Brownian motion ⋮ Hitting probabilities for nonlinear systems of stochastic waves ⋮ Hitting probabilities of Gaussian random fields and collision of eigenvalues of random matrices ⋮ On intersections of independent anisotropic Gaussian random fields ⋮ Multiple intersections of space-time anisotropic Gaussian fields ⋮ Criteria for hitting probabilities with applications to systems of stochastic wave equations ⋮ Fractional processes and their statistical inference: an overview ⋮ Spectral conditions for strong local nondeterminism and exact Hausdorff measure of ranges of Gaussian random fields ⋮ Critical Brownian sheet does not have double points ⋮ On intersections of independent space-time anisotropic Gaussian fields ⋮ Polar functions for anisotropic Gaussian random fields ⋮ Hausdorff measure of the range of space-time anisotropic Gaussian random fields ⋮ Sample Paths Properties of the Set-Indexed Fractional Brownian Motion ⋮ Polar sets for anisotropic Gaussian random fields ⋮ On collision of multiple eigenvalues for matrix-valued Gaussian processes ⋮ Hitting times for the stochastic wave equation with fractional colored noise ⋮ Collision of eigenvalues for matrix-valued processes ⋮ Anisotropic Gaussian random fields: criteria for hitting probabilities and applications ⋮ Smoothness of local times and self-intersection local times of Gaussian random fields

This page was built for publication: Hitting probabilities and the Hausdorff dimension of the inverse images of anisotropic Gaussian random fields