کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1152696 1489903 2010 8 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Polar sets for anisotropic Gaussian random fields
کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
پیش نمایش صفحه اول مقاله
Polar sets for anisotropic Gaussian random fields
چکیده انگلیسی

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 Hölder norm.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Statistics & Probability Letters - Volume 80, Issues 9–10, 1–15 May 2010, Pages 840–847
نویسندگان
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