Multiple points of Gaussian random fields

DOI10.1214/21-EJP589MaRDI QIDQ2042777zbMATH OpenOpenAlexFDO

Authors Robert C. Dalang, Y. Xiao, Cheuk-Yin Lee, Carl Mueller

Publication date 21 July 2021

Published in Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1911.09793

zbMATH Keywords

Gaussian random fieldscritical dimensionfractional Brownian sheetmultiple pointsstochastic heat and wave equations

Mathematics Subject Classification ID

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

Abstract: This paper is concerned with the existence of multiple points of Gaussian random fields. Under the framework of Dalang et al. (2017), we prove that, for a wide class of Gaussian random fields, multiple points do not exist in critical dimensions. The result is applicable to fractional Brownian sheets and the solutions of systems of stochastic heat and wave equations.

Recommendations

• Multiple Points of a Random Field
• The self-intersections of a Gaussian random field
• Polarity of points for Gaussian random fields
• Number of critical points of a Gaussian random field: condition for a finite variance
• Multiple points of the Brownian sheet in critical dimensions

Cites work

• scientific article; zbMATH DE number 991499 (Why is no real title available?)
• Critical Brownian sheet does not have double points
• Double points of a Gaussian sample path
• Existence of doubling measures via generalised nested cubes
• Geometric properties of fractional Brownian sheets
• Hausdorff measure of trajectories of multiparameter fractional Brownian motion
• Hitting probabilities for systems of nonlinear stochastic heat equations with additive noise
• Hitting properties of a random string
• Multiple points of the Brownian sheet in critical dimensions
• Multiple points of trajectories of multiparameter fractional Brownian motion
• Points multiples des trajectoires de processus gaussiens
• Polarity of points for Gaussian random fields
• Sample path properties of anisotrophic Gaussian random fields
• Self-intersections of random fields
• The Integral of a Symmetric Unimodal Function over a Symmetric Convex Set and Some Probability Inequalities

Cited in

(9)

• Multiple Points of a Random Field
• Chung-type law of the iterated logarithm and exact moduli of continuity for a class of anisotropic Gaussian random fields
• Redundancy in Gaussian random fields
• Images of Gaussian random fields: Salem sets and interior points
• The Hausdorff measure of the range and level sets of Gaussian random fields with sectorial local nondeterminism
• Hitting probabilities of Gaussian random fields and collision of eigenvalues of random matrices
• Polarity of points for Gaussian random fields
• On the passage times of self-similar Gaussian processes on curved boundaries
• Polarity of almost all points for systems of nonlinear stochastic heat equations in the critical dimension

This page was built for publication: Multiple points of Gaussian random fields

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2042777)