, Volume 52, Issue 7, pp 1478-1496
Date: 05 Jul 2009

Uniform dimension results for Gaussian random fields

Rent the article at a discount

Rent now

* Final gross prices may vary according to local VAT.

Get Access

Abstract

Let X = {X(t), t ∈ ℝ N } be a Gaussian random field with values in ℝ d defined by (1) $$ X(t) = (X_1 (t),...,X_d (t)),\forall t \in \mathbb{R}^N . $$ . The properties of space and time anisotropy of X and their connections to uniform Hausdorff dimension results are discussed. It is shown that in general the uniform Hausdorff dimension result does not hold for the image sets of a space-anisotropic Gaussian random field X.

When X is an (N, d)-Gaussian random field as in (1), where X 1,...,X d are independent copies of a real valued, centered Gaussian random field X 0 which is anisotropic in the time variable. We establish uniform Hausdorff dimension results for the image sets of X. These results extend the corresponding results on one-dimensional Brownian motion, fractional Brownian motion and the Brownian sheet.