Polarity of points for Gaussian random fields

DOI10.1214/17-AOP1176MaRDI QIDQ682278zbMATH OpenOpenAlexFDO

Authors Robert C. Dalang, Y. Xiao, Carl Mueller

Publication date 14 February 2018

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1505.05417, https://projecteuclid.org/euclid.aop/1513069271

zbMATH Keywords

critical dimensionharmonizable representationhitting probabilitiespolarity of pointsstochastic partial differential equations

Mathematics Subject Classification ID

Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Random fields (60G60) Probabilistic potential theory (60J45)

Abstract: We show that for a wide class of Gaussian random fields, points are polar in the critical dimension. Examples of such random fields include solutions of systems of linear stochastic partial differential equations with deterministic coefficients, such as the stochastic heat equation or wave equation with space-time white noise, or colored noise in spatial dimensions $kgeq1$. Our approach builds on a delicate covering argument developed by M. Talagrand for the study of fractional Brownian motion, and uses a harmonizable representation of the solutions of these stochastic pde's.

Review text

The authors study polarity of points of Gaussian random fields \(v(x), x\in \mathbb R^k,\) in the case of critical dimensions \(Q.\) For various random fields, it is shown that \(P\left(\exists x\in J: v(x)=z\right)=0\) for any closed box \(J\subset \mathbb R^k\) and \(z\in \mathbb R^Q.\) The authors develop some Talagrand approaches for fractional Brownian motion to the case of stochastic PDEs using harmonizable representations of their solutions. In particular, random fields that are solutions of systems of linear stochastic partial differential equations with deterministic coefficients are studied. Fractional Brownian fields, the stochastic heat equations and wave equations with space-time white noise and colored noise in spatial dimensions are investigated in detail.

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Cited in

(20)

• Strong local nondeterminism and exact modulus of continuity for spherical Gaussian fields
• On collision of multiple eigenvalues for matrix-valued Gaussian processes
• Multiple points of Gaussian random fields
• Polarity of almost all points for systems of nonlinear stochastic heat equations in the critical dimension
• Anisotropic Gaussian random fields: criteria for hitting probabilities and applications
• The Hausdorff measure of the range and level sets of Gaussian random fields with sectorial local nondeterminism
• On the rate of escape or approach to the origin of a random string
• A linear stochastic biharmonic heat equation: hitting probabilities
• Chung-type law of the iterated logarithm and exact moduli of continuity for a class of anisotropic Gaussian random fields
• Influence of numerical discretizations on hitting probabilities for linear stochastic parabolic systems
• Smoothness of local times and self-intersection local times of Gaussian random fields
• Fractal dimensions of rough differential equations driven by fractional Brownian motions
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• On the convex hull and winding number of self-similar processes
• Hitting probabilities of Gaussian random fields and collision of eigenvalues of random matrices
• Hitting properties of generalized fractional kinetic equation with time-fractional noise
• A frequency-independent bound on trigonometric polynomials of Gaussians and applications
• Temporal regularity for the nonlinear stochastic heat equation with spatially rough noise
• Multiple collisions of eigenvalues and singular values of matrix Gaussian field
• Local times of anisotropic Gaussian random fields and stochastic heat equation

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