Packing Dimension of Space-time Anisotropic Gaussian Random Fields

Autor:	Jun Wang, Zhen Long Chen, Dongsheng Wu
Rok vydání:	2021
Předmět:	Pure mathematics Random field Applied Mathematics General Mathematics Gaussian Space time Space (mathematics) Gaussian random field symbols.namesake Metric space Packing dimension symbols Borel set Mathematics
Zdroj:	Acta Mathematica Sinica, English Series. 37:1826-1840
ISSN:	1439-7617 1439-8516
Popis:	Let X = {X(t) ∈ ℝd,t ∈ ℝN} be a centered space-time anisotropic Gaussian random field whose components are independent and satisfy some mild conditions. We study the packing dimension of range X(E) under the anisotropic (time variable) metric space (ℝN,ρ) and (space variable) metric space (ℝd, τ), where E ⊂ ℝN is a Borel set. Our results generalize the corresponding results of Estrade, Wu and Xiao (Commun. Stoch. Anal., 5, 41–64 (2011)) for time-anisotropic Gaussian random fields to space-time anisotropic Gaussian fields.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::6c485f7f91f09cc11879014ca653bea9 https://doi.org/10.1007/s10114-021-0307-8 Zobrazit plný text záznamu Plný text ve formátu PDF