On intersections of independent space-time anisotropic Gaussian fields

DOI10.1016/J.SPL.2020.108874zbMATH Open1460.60020OpenAlexW3040717009MaRDI QIDQ2216951FDOQ2216951

Authors: Zhenlong Chen, Jun Wang, Dongsheng Wu 

Publication date: 18 December 2020

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

Full work available at URL: https://doi.org/10.1016/j.spl.2020.108874

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zbMATH Keywords

Gaussian fieldsHausdorff dimensionintersectionhitting probabilityspace-time anisotropic

Mathematics Subject Classification ID

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

Cites Work

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• Limit distributions for sums of independent random vectors. Heavy tails in theory and practice
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• Uniform dimension results for Gaussian random fields
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• Which sets contain multiple points of Brownian motion?
• Dimension results for space-anisotropic Gaussian random fields
• Hitting probabilities and dimension results for space-time anisotropic Gaussian fields
• Local times and Hausdorff dimensions of inverse images of Gaussian vector fields with space-anisotropy

Cited In (7)

• Polar functions for anisotropic Gaussian random fields
• Multiple intersections of space-time anisotropic Gaussian fields
• Hausdorff measure and uniform dimension for space-time anisotropic Gaussian random fields
• On intersections of independent anisotropic Gaussian random fields
• Hitting probabilities and intersections of time-space anisotropic random fields
• Multiple intersections of independent random fields and Hausdorff dimension
• Local times and Hausdorff dimensions of inverse images of Gaussian vector fields with space-anisotropy

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