Polar sets for anisotropic Gaussian random fields

被引:5
|
作者
Soehl, Jakob [1 ]
机构
[1] Humboldt Univ, Inst Math, D-10099 Berlin, Germany
关键词
D O I
10.1016/j.spl.2010.01.018
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
This paper studies polar sets for anisotropic Gaussian random fields, i.e. sets which a Gaussian random field does not hit almost surely. The main assumptions are that the eigenvalues of the covariance matrix are bounded from below and that the canonical metric associated with the Gaussian random field is dominated by an anisotropic metric. We deduce an upper bound for the hitting probabilities and conclude that sets with small Hausdorff dimension are polar. Moreover, the results allow for a translation of the Gaussian random field by a random field, that is independent of the Gaussian random field and whose sample functions are of bounded Holder norm. (C) 2010 Elsevier B.V. All rights reserved.
引用
收藏
页码:840 / 847
页数:8
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