Article ID Journal Published Year Pages File Type
1154192 Statistics & Probability Letters 2016 11 Pages PDF
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
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