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MULTIPLE INTERSECTIONS OF SPACE-TIME ANISOTROPIC GAUSSIAN FIELDS*
Zhenlong Chen, Weijie Yuan
数学物理学报(英文版). 2024 (1):
275-294.
DOI: 10.1007/s10473-024-0115-1
Let X=\{X(t)\in\mathbb{R}^{d},t\in\mathbb{R}^{N}\} be a centered space-time anisotropic Gaussian field with indices H=(H_{1},\cdots ,H_{N})\in(0,1)^{N}, where the components X_{i}\ (i=1,\cdots ,d) of X are independent, and the canonical metric \sqrt{\mathbb{E}(X_{i}(t)-X_{i}(s))^{2}}\ (i=1,\cdots ,d) is commensurate with \gamma^{\alpha_{i}}(\sum\limits_{j=1}^{N}|t_{j}-s_{j}|^{H_{j}}) for s=(s_{1},\cdots ,s_{N}), t=(t_{1},\cdots ,t_{N})\in\mathbb{R}^{N}, \alpha_{i}\in(0,1], and with the continuous function \gamma(\cdot) 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 \gamma(\cdot). 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
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