Uniform dimension results for Gaussian random fields

被引:0
|
作者
WU DongSheng1 & XIAO YiMin2
机构
基金
美国国家科学基金会;
关键词
anisotropic Gaussian random fields; sectorial local nondeterminism; image; Haus-dorff dimension;
D O I
暂无
中图分类号
O211.6 [随机过程];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Let X = {X(t),t ∈ RN} be a Gaussian random field with values in Rd defined by X(t) =(X1(t),...,Xd(t)), t ∈ RN.(1) The properties of space and time anisotropy of X and their connections to uniform Hausdorff dimension results are discussed.It is shown that in general the uniform Hausdorff dimension result does not hold for the image sets of a space-anisotropic Gaussian random field X.When X is an(N,d)-Gaussian random field as in(1),where X1,...,Xd are independent copies of a real valued,centered Gaussian random field X0 which is anisotropic in the time variable.We establish uniform Hausdorff dimension results for the image sets of X.These results extend the corresponding results on one-dimensional Brownian motion,fractional Brownian motion and the Brownian sheet.
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页码:1478 / 1496
页数:19
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