Hitting probabilities of a class of Gaussian random fields

DOI10.1016/J.SPL.2016.06.012MaRDI QIDQ312113zbMATH OpenOpenAlexFDO

Authors Wenqing Ni, Zhenlong Chen

Publication date 13 September 2016

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

Full work available at URL https://doi.org/10.1016/j.spl.2016.06.012

zbMATH Keywords

capacityGaussian random fieldsHausdorff measurehitting probabilities

Mathematics Subject Classification ID

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

Recommendations

• Hitting probabilities and the Hausdorff dimension of the inverse images of anisotropic Gaussian random fields
• Hitting probabilities and dimension results for space-time anisotropic Gaussian fields
• Anisotropic Gaussian random fields: criteria for hitting probabilities and applications
• Hitting probabilities and the Hausdorff dimension of the inverse images of a class of anisotropic random fields
• Hitting probabilities and intersections of time-space anisotropic random fields

Cites work

• Bernstein functions. Theory and applications
• Brownian sheet and capacity
• Fractal and smoothness properties of space-time Gaussian models
• Hitting probabilities and fractal dimensions of multiparameter multifractional Brownian motion
• Hitting probabilities and polar sets for fractional brownian motion
• Hitting probabilities and the Hausdorff dimension of the inverse images of anisotropic Gaussian random fields
• Hitting probabilities for systems of non-linear stochastic heat equations in spatial dimension \(k\geq 1\)
• Hitting probabilities for systems of non-linear stochastic heat equations with multiplicative noise
• Hitting probabilities for systems of nonlinear stochastic heat equations with additive noise
• scientific article; zbMATH DE number 3911357 (Why is no real title available?)
• scientific article; zbMATH DE number 1994007 (Why is no real title available?)
• Intersections of Brownian motions
• Multiparameter Processes
• On intersections of independent anisotropic Gaussian random fields
• Packing dimension results for anisotropic Gaussian random fields
• Sample path properties of anisotrophic Gaussian random fields

Cited in

(9)

• Anisotropic Gaussian random fields: criteria for hitting probabilities and applications
• Hausdorff measure of the range of space-time anisotropic Gaussian random fields
• Hitting probabilities and the Hausdorff dimension of the inverse images of anisotropic Gaussian random fields
• Hitting probabilities and dimension results for space-time anisotropic Gaussian fields
• Asymptotic behavior of some hitting probabilities for sums of IID Gaussian random sets
• Capacity, energy and potential theory for random fields
• Hitting probabilities of Gaussian random fields and collision of eigenvalues of random matrices
• Multiple intersections of space-time anisotropic Gaussian fields
• The existence and smoothness of self-intersection local time for a class of Gaussian processes

This page was built for publication: Hitting probabilities of a class of Gaussian random fields

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q312113)