Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1154192 | Statistics & Probability Letters | 2016 | 11 Pages |
Abstract
Let X={X(t),t∈RN}X={X(t),t∈RN} be an (N,d)(N,d)-Gaussian random field whose components are independent copies of a centered Gaussian random field X0X0. Under the assumption that the canonical metric E(X0(t)−X0(s))2 is commensurate with γ(∑j=1N∣tj−sj∣Hj), where s=(s1,…,sN),t=(t1,…,tN)∈RN,Hj∈(0,1),j=1,2,…,Ns=(s1,…,sN),t=(t1,…,tN)∈RN,Hj∈(0,1),j=1,2,…,N and γ(r)γ(r) is a non-negative function with some mild conditions, upper and lower bounds on the hitting probabilities of XX are obtained. To illustrate our results, several examples of Gaussian random fields are given.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Wenqing Ni, Zhenlong Chen,