Self-intersections of random fields

DOI10.1214/AOP/1176993376MaRDI QIDQ792004zbMATH OpenOpenAlexFDO

Authors Jay Rosen

Publication date 1984

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

Full work available at URL https://doi.org/10.1214/aop/1176993376

zbMATH Keywords

Hausdorff dimensionlocal timemultiple pointsself intersectionBrownian sheets

Mathematics Subject Classification ID

Random fields (60G60) Sample path properties (60G17)

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• The self-intersections of a Gaussian random field
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Cited in

(32)

• Existence and joint continuity of local time of multi-parameter fractional Lévy processes
• Harmonic analysis of additive Lévy processes
• Self-intersection local time: critical exponent, large deviations, and laws of the iterated logarithm
• Some results on fractional Brownian sheets and their local times
• The intersection local time of fractional Brownian motion in the plane
• Some path properties of generalized Lévy sheet
• Multiple Points of a Random Field
• Critical Brownian sheet does not have double points
• Multiple points of Gaussian random fields
• On intersections of independent anisotropic Gaussian random fields
• Local times of additive Lévy processes.
• White noise analysis and Tanaka formula for intersections of planar Brownian motion
• Dimensional properties of fractional Brownian motion
• Moduli of continuity of a class of \(N\)-parameter Gaussian processes and their fast points
• Tanaka's formula for multiple intersections of planar Brownian motion
• Selfcoincidences in higher codimensions
• Bivariate occupation measure dimension of multidimensional processes.
• Random fields associated with multiple points of the Brownian motion
• Joint continuity of the local times of fractional Brownian sheets
• On local times of self-similar random fields
• Self-Similarity and Lamperti Transformation for Random Fields
• The Hausdorff Dimension of the Level Sets for a Fractional Brownian Sheet
• Predictability and stopping on lattices of sets
• Quasi-everywhere properties of Brownian level sets and multiple points
• Properties of local-nondeterminism of Gaussian and stable random fields and their applications
• Self-Intersections of Markov Processes
• The measure theory of random fractals
• The exact Hausdorff measure of the zero set of fractional Brownian motion
• Self-intersection local time and Hausdorff and packing dimension of \(k\) multiple point and \(k\) multiple time sets for multi-parameter generalized Wiener processes
• Kahane using brownian local times of intersection
• The self-intersections of a Gaussian random field
• The diffusive phase of a model of self-interacting walks

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