Acta mathematica scientia,Series B ›› 2022, Vol. 42 ›› Issue (2): 653-670.doi: 10.1007/s10473-022-0215-8

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HITTING PROBABILITIES AND INTERSECTIONS OF TIME-SPACE ANISOTROPIC RANDOM FIELDS

Jun WANG1,2, Zhenlong CHEN3   

  1. 1. School of Statistics and Mathematics, Zhejiang Gongshang University, Hangzhou 310018, China;
    2. School of Mathematics and Finance, Chuzhou University, Chuzhou 239000, China;
    3. School of Statistics and Mathematics, Zhejiang Gongshang University, Hangzhou 310018, China
  • Received:2020-09-18 Revised:2020-12-19 Online:2022-04-25 Published:2022-04-22
  • Supported by:
    The research was supported by National Natural Science Foundation of China (11971432), Natural Science Foundation of Zhejiang Province (LY21G010003), First Class Discipline of Zhejiang-A (Zhejiang Gongshang University-Statistics), and the Natural Science Foundation of Chuzhou University (zrjz2019012).

Abstract: Let $X^H=\{X^H(s), s\in \mathbb{R}^{N_1}\} $ and $X^K=\{X^K(t), t\in \mathbb{R}^{N_2}\} $ be two independent time-space anisotropic random fields with indices $H \in (0,1)^{N_1}$ and $K \in (0,1)^{N_2}$, which may not possess Gaussianity, and which take values in $\mathbb{R}^d$ with a space metric $\tau$. Under certain general conditions with density functions defined on a bounded interval, we study problems regarding the hitting probabilities of time-space anisotropic random fields and the existence of intersections of the sample paths of random fields $X^H$ and $X^K$. More generally, for any Borel set $F \subset \mathbb{R}^d$, the conditions required for $F$ to contain intersection points of $X^H$ and $X^K$ are established. As an application, we give an example of an anisotropic non-Gaussian random field to show that these results are applicable to the solutions of non-linear systems of stochastic fractional heat equations. }

Key words: Hitting probability, multiple intersection, anisotropic random field, capacity, Hausdorff dimension, stochastic fractional heat equations

CLC Number: 

  • 60G15
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