The self-intersections of a Gaussian random field

DOI10.1016/J.SPA.2006.02.005MaRDI QIDQ2507597zbMATH OpenOpenAlexFDO

Authors Rong-Mao Zhang, Zhengyan Lin

Publication date 5 October 2006

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spa.2006.02.005

zbMATH Keywords

local timeHausdorff measuremultiple point\(k\)-multiple times set

Mathematics Subject Classification ID

Brownian motion (60J65) Strong limit theorems (60F15) Sample path properties (60G17)

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Cites work

• scientific article; zbMATH DE number 3751955 (Why is no real title available?)
• scientific article; zbMATH DE number 3594385 (Why is no real title available?)
• A local time analysis of intersections of Brownian paths in the plane
• Double points of a Gaussian sample path
• Functions continuous and singular with respect to a Hausdorff measure
• Hausdorff measure of the sample paths of Gaussian random fields
• Hausdorff measure of trajectories of multiparameter fractional Brownian motion
• Hölder conditions for the local times and the Hausdorff measure of the level sets of Gaussian random fields
• Local Times and Sample Function Properties of Stationary Gaussian Processes
• Multiple points for a process in R2 with stable components
• Multiple points for the sample paths of the symmetric stable process
• Multiple points of a Gaussian vector field
• Multiple points of trajectories of multiparameter fractional Brownian motion
• New Gaussian estimates for enlarged balls
• Occupation densities
• On moduli of continuity for local times of Gaussian processes
• Regularly varying functions
• Self-intersections of random fields
• Some local properties of Gaussian vector fields
• The Hausdorff dimension of the level sets of a Gaussian vector field

Cited in

(10)

• Sample Path Properties of Gaussian Stochastic Processes Indexed by a Local Field
• Multiple Points of a Random Field
• Images of Gaussian random fields: Salem sets and interior points
• scientific article; zbMATH DE number 1558249 (Why is no real title available?)
• On the probability distribution of the local times of diagonally operator-self-similar Gaussian fields with stationary increments
• Self-intersections of random fields
• On intersections of independent space-time anisotropic Gaussian fields
• Multiple points of Gaussian random fields
• Self-intersection gauge for random walks and for Brownian motion
• Multiple intersections of independent random fields and Hausdorff dimension

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