Hausdorff measure of the sample paths of Gaussian random fields
Let \(Y(t)\) \((t\in \mathbb{R}^N)\) be a real-valued, centered Gaussian random field with stationary increments and \(Y(0)=0\). Assume that there exist positive constants \(\delta_0\), \(c_1\) and \(c_2\) such that for any \(t\in\mathbb{R}^N\) and \(h\in\mathbb{R}^N\) with \(|h|\leq \delta_0 \) \[ E\biggl[ \bigl(Y(t+h) -Y(t)\bigr)^2 \biggr]\leq c_1 \sigma^2 \bigl(|h|\bigr) \] and for any \(0<r\leq \min\{|t|, \delta_0\}\) \[ \text{Var} (Y(t) \mid Y(s): r\leq|s-t|\leq\delta_0) \geq c_2 \sigma^2(r), \] where \(\sigma: [0,\delta_0) \to[0,\infty)\) is a nondecreasing function which is regularly varying at the origin with index \(\alpha\) \((0<\alpha<1)\). Let \(\psi\) be the inverse function of \(\sigma\). Consider the \((N,d)\) Gaussian random field defined by \(X(t)= (X_1(t), \dots, X_d(t))\) \((t\in \mathbb{R}^N)\), where \(X_1, \dots, X_d\) are independent copies of \(Y\). It is shown that if \(N<\alpha d\), then \(0<\varphi\text{-m}(X([0,1]^N)) <\infty\) a.s., where \(\varphi(s) =\psi (s)^N \log\log {1\over 2}\) and \(\varphi\)-m denotes the \(\varphi\)-Hausdorff measure. This generalizes the results of \textit{A. Goldman} [``Mouvement brownien à plusieurs paramètres: mesure de Hausdorff des trajectoires (1988; Zbl 0681.60040)] and \textit{M. Talagrand} [Ann. Probab. 23, No. 2, 767-775 (1995; Zbl 0830.60034)] for fractional Brownian motion. Further results on the graph, level sets of Gaussian random fields have also been proved by the author in two papers [Math. Proc. Camb. Philos. Soc. 120, No. 3, 535-546 (1996; Zbl 0864.28001) and Probab. Theory Relat. Fields (to appear)].
- Hausdorff-type measures of the sample path of Gaussian random fields
- scientific article; zbMATH DE number 4201282
- Hölder conditions for the local times and the Hausdorff measure of the level sets of Gaussian random fields
- Spectral conditions for strong local nondeterminism and exact Hausdorff measure of ranges of Gaussian random fields
- The Hausdorff measure of the range and level sets of Gaussian random fields with sectorial local nondeterminism
- Path properties of index-\(\beta\) stable fields
- Hölder conditions for the local times and the Hausdorff measure of the level sets of Gaussian random fields
- Some singular sample path properties of a multiparameter fractional Brownian motion
- Hausdorff-type measures of the sample paths of fractional Brownian motion
- The Hausdorff measure of the range and level sets of Gaussian random fields with sectorial local nondeterminism
- Hausdorff measure of the range of space-time anisotropic Gaussian random fields
- Properties of local-nondeterminism of Gaussian and stable random fields and their applications
- Path properties of \(l^p\)-valued Gaussian random fields
- The self-intersections of a Gaussian random field
- Hausdorff-type measures of the sample path of Gaussian random fields
- scientific article; zbMATH DE number 4201282 (Why is no real title available?)
- Spectral conditions for strong local nondeterminism and exact Hausdorff measure of ranges of Gaussian random fields
- scientific article; zbMATH DE number 1762663 (Why is no real title available?)
- scientific article; zbMATH DE number 1775602 (Why is no real title available?)
- Fernique-type inequalities and moduli of continuity for anisotropic Gaussian random fields
- Strong local nondeterminism and sample path properties of Gaussian random fields
- Chung's law of the iterated logarithm for anisotropic Gaussian random fields
- On convergence of volume of level sets of stationary smooth Gaussian fields
- Hausdorff measures of the image, graph and level set of bifractional Brownian motion
- The exact Hausdorff measure of the zero set of fractional Brownian motion
- Hausdorff measure and uniform dimension for space-time anisotropic Gaussian random fields
- Hausdorff measures of image set and graph set of spherical Gaussian random fields
- Hausdorff measure of space anisotropic Gaussian processes with non-stationary increments
- On the passage times of self-similar Gaussian processes on curved boundaries
- On the uniform Besov regularity of local times of general processes
This page was built for publication: Hausdorff measure of the sample paths of Gaussian random fields
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1355279)
