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Packing dimension results for anisotropic Gaussian random fields
- Source :
- communications in stochastic analysis, communications in stochastic analysis, 2011, 5 (1), pp.41-64
- Publication Year :
- 2011
- Publisher :
- Louisiana State University Libraries, 2011.
-
Abstract
- International audience; Let $X=\{X(t), t \in \R^N\}$ be a Gaussian random field with values in $\R^d$ defined by $$X(t) = \big(X_1(t), \ldots, X_d(t)\big), \qquad \forall \ t \in \R^N, $$ where $X_1, \ldots, X_d$ are independent copies of a centered real-valued Gaussian random field $X_0$. We consider the case when $X_0$ is anisotropic and study the packing dimension of the range $X(E)$, where $E\subseteq \R^N$ is a Borel set. For this purpose we extend the original notion of packing dimension profile due to Falconer and Howroyd (1997) to the anisotropic metric space $(\R^N, \rho)$, where $\rho(s, t) = \sum_{j=1}^N |s_j - t_j|^{H_j}$ and $(H_1, \ldots, H_N) \in (0, 1)^N$ is a given vector. The extended notion of packing dimension profile is of independent interest.
- Subjects :
- Statistics and Probability
[MATH.MATH-PR] Mathematics [math]/Probability [math.PR]
Gaussian
Hausdorff dimension
01 natural sciences
Gaussian random field
Combinatorics
010104 statistics & probability
symbols.namesake
0101 mathematics
Anisotropy
Mathematics
Random field
Mathematics::Commutative Algebra
Packing dimension profile
010102 general mathematics
Gaussian random fields
Range
16. Peace & justice
[MATH.MATH-PR]Mathematics [math]/Probability [math.PR]
Packing dimension
Metric space
symbols
60G15, 60G18, 28A80
Borel set
[ MATH.MATH-PR ] Mathematics [math]/Probability [math.PR]
Subjects
Details
- ISSN :
- 09739599
- Volume :
- 5
- Database :
- OpenAIRE
- Journal :
- Communications on Stochastic Analysis
- Accession number :
- edsair.doi.dedup.....5baccebff8c69ab8dad0f5803641b4c3