数学物理学报(英文版) ›› 2024, Vol. 44 ›› Issue (1): 275-294.doi: 10.1007/s10473-024-0115-1

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MULTIPLE INTERSECTIONS OF SPACE-TIME ANISOTROPIC GAUSSIAN FIELDS*

Zhenlong Chen, Weijie Yuan   

  1. School of Statistics and Mathematics, Zhejiang Gongshang University, Hangzhou 310018, China
  • 收稿日期:2022-09-01 修回日期:2023-07-14 出版日期:2024-02-25 发布日期:2024-02-27
  • 通讯作者: † Weijie Yuan, E-mail: weijieyuann@163.com
  • 作者简介:Zhenlong Chen, E-mail: zlchen@zjsu.edu.cn
  • 基金资助:
    National Natural Science Foundation of China (12371150, 11971432), the Natural Science Foundation of Zhejiang Province (LY21G010003), the Management Project of "Digital+" Discipline Construction of Zhejiang Gongshang University (SZJ2022A012, SZJ2022B017), the Characteristic & Preponderant Discipline of Key Construction Universities in Zhejiang Province (Zhejiang Gongshang University-Statistics) and the Scientific Research Projects of Universities in Anhui Province (2022AH050955).

MULTIPLE INTERSECTIONS OF SPACE-TIME ANISOTROPIC GAUSSIAN FIELDS*

Zhenlong Chen, Weijie Yuan   

  1. School of Statistics and Mathematics, Zhejiang Gongshang University, Hangzhou 310018, China
  • Received:2022-09-01 Revised:2023-07-14 Online:2024-02-25 Published:2024-02-27
  • Contact: † Weijie Yuan, E-mail: weijieyuann@163.com
  • About author:Zhenlong Chen, E-mail: zlchen@zjsu.edu.cn
  • Supported by:
    National Natural Science Foundation of China (12371150, 11971432), the Natural Science Foundation of Zhejiang Province (LY21G010003), the Management Project of "Digital+" Discipline Construction of Zhejiang Gongshang University (SZJ2022A012, SZJ2022B017), the Characteristic & Preponderant Discipline of Key Construction Universities in Zhejiang Province (Zhejiang Gongshang University-Statistics) and the Scientific Research Projects of Universities in Anhui Province (2022AH050955).

摘要: Let X={X(t)Rd,tRN} be a centered space-time anisotropic Gaussian field with indices H=(H1,,HN)(0,1)N, where the components Xi (i=1,,d) of X are independent, and the canonical metric E(Xi(t)Xi(s))2 (i=1,,d) is commensurate with γαi(Nj=1|tjsj|Hj) for s=(s1,,sN),t=(t1,,tN)RN, αi(0,1], and with the continuous function γ() satisfying certain conditions. First, the upper and lower bounds of the hitting probabilities of X can be derived from the corresponding generalized Hausdorff measure and capacity, which are based on the kernel functions depending explicitly on γ(). Furthermore, the multiple intersections of the sample paths of two independent centered space-time anisotropic Gaussian fields with different distributions are considered. Our results extend the corresponding results for anisotropic Gaussian fields to a large class of space-time anisotropic Gaussian fields

关键词: anisotropic Gaussian field, multiple intersections, Hausdorff measure, capacity

Abstract: Let X={X(t)Rd,tRN} be a centered space-time anisotropic Gaussian field with indices H=(H1,,HN)(0,1)N, where the components Xi (i=1,,d) of X are independent, and the canonical metric E(Xi(t)Xi(s))2 (i=1,,d) is commensurate with γαi(Nj=1|tjsj|Hj) for s=(s1,,sN),t=(t1,,tN)RN, αi(0,1], and with the continuous function γ() satisfying certain conditions. First, the upper and lower bounds of the hitting probabilities of X can be derived from the corresponding generalized Hausdorff measure and capacity, which are based on the kernel functions depending explicitly on γ(). Furthermore, the multiple intersections of the sample paths of two independent centered space-time anisotropic Gaussian fields with different distributions are considered. Our results extend the corresponding results for anisotropic Gaussian fields to a large class of space-time anisotropic Gaussian fields

Key words: anisotropic Gaussian field, multiple intersections, Hausdorff measure, capacity

中图分类号: 

  • 60G15