The self-intersections of a Gaussian random field
Consider a stationary centred Gaussian field \(X:R_+^N\to R^d\), the components of which are independent. Assume another condition stating that \(X(t)\) is locally non-deterministic (an example of process satisfying this assumption is the fractional Brownian motion). The authors study the local times of the process \(Y(T)=(X(t_2)-X(t_1),\dots,X(t_k)-X(t_{k-1}))\). As an application, they obtain conditions for the existence or the non-existence of \(k\)-multiple points for \(X(t)\); when these points exist, they prove that the Hausdorff dimension of the \(k\)-multiple times set takes some value with positive probability.
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