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arXiv 1109.2157math.PR
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高斯随机场强局部非确定性的谱条件和值域的精确Hausdorff测度

Spectral conditions for strong local nondeterminism and exact Hausdorff measure of ranges of Gaussian random fields

Nana Luan, Yimin Xiao

摘要:

设$X= \{X(t), t \in \R^N\}$是一个高斯随机场,其值在由\[ X(t) = \big(X_1(t),..., X_d(t)\big),\qquad t \in \R^N, \]定义的$\R^d$中,其中$X_1, ..., X_d$是一个实值、中心、各向异性高斯随机场$X_0$的独立副本,该随机场具有平稳增量和强局部非确定性。本文确定了$X([0, 1]^N)$值域的精确Hausdorff测度函数.我们还提供了具有平稳增量的高斯随机场具有强局部不确定性的充分条件。这个条件是根据高斯随机场的谱测度给出的,它可以包含绝对连续或离散的部分。这一结果加强和推广了Berman(1973,1988),Pitt(1978)和Xiao(2007,2009)的相关定理,并具有超出本文范围的更广泛的适用性.

英文摘要:

Let $X= \{X(t), t \in \R^N\}$ be a Gaussian random field with values in $\R^d$ defined by \[ X(t) = \big(X_1(t),..., X_d(t)\big),\qquad t \in \R^N, \] where $X_1, ..., X_d$ are independent copies of a real-valued, centered, anisotropic Gaussian random field $X_0$ which has stationary increments and the property of strong local nondeterminism. In this paper we determine the exact Hausdorff measure function for the range $X([0, 1]^N)$. We also provide a sufficient condition for a Gaussian random field with stationary increments to be strongly locally nondeterministic. This condition is given in terms of the spectral measures of the Gaussian random fields which may contain either an absolutely continuous or discrete part. This result strengthens and extends significantly the related theorems of Berman (1973, 1988), Pitt (1978) and Xiao (2007, 2009), and will have wider applicability beyond the scope of the present paper.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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