Acta mathematica scientia,Series B ›› 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
  • 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).

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(j=1N|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

CLC Number: 

  • 60G15
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