Hausdorff measure of the range of space-time anisotropic Gaussian random fields (Q2224958)

The paper studies space-time Gaussian random fields which are anisotropic in both space and time variables. The classes of centered vector Gaussian fields with components that are independent but may not be identically distributed are considered. Under non-restrictive conditions the exact Hausdorff measure function is determined for some classes of such space-time anisotropic Gaussian random fields. The main research approach uses local \(\phi\)-nondeterminism of Gaussian fields. The obtained theorems generalise the known results for fractional Brownian motion by \textit{M. Talagrand} [Ann. Probab. 23, No. 2, 767--775 (1995; Zbl 0830.60034)] and time-anisotropic and space-isotropic Gaussian random fields by \textit{N. Luan} and \textit{Y. Xiao} [J. Fourier Anal. Appl. 18, No. 1, 118--145 (2012; Zbl 1261.60040)].