On intersections of independent space-time anisotropic Gaussian fields

DOI10.1016/J.SPL.2020.108874MaRDI QIDQ2216951zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

Gaussian fieldsHausdorff dimensionintersectionhitting probabilityspace-time anisotropic

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3911357 (Why is no real title available?)
• scientific article; zbMATH DE number 3054859 (Why is no real title available?)
• Capacity and energy for multiparameter Markov processes
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• Intersections of Brownian motions
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• Local times and Hausdorff dimensions of inverse images of Gaussian vector fields with space-anisotropy
• Lévy processes: capacity and Hausdorff dimension
• Multiparameter Processes
• Multivariate operator-self-similar random fields
• Occupation densities
• On intersections of independent anisotropic Gaussian random fields
• On local times of anisotropic Gaussian random fields
• Potential theory for a family of several Markov processes
• Regularity of intersection local times of fractional Brownian motions
• Sample path properties of anisotrophic Gaussian random fields
• The intersection local time of fractional Brownian motion in the plane
• The measure theory of random fractals
• Uniform dimension results for Gaussian random fields
• Which sets contain multiple points of Brownian motion?

Cited in

(7)

• Local times and Hausdorff dimensions of inverse images of Gaussian vector fields with space-anisotropy
• 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

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