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Dimension Results for Space-anisotropic Gaussian Random Fields

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Abstract

Let \(X= \{X(t) \in \mathbb{R}^d, t\in \mathbb{R}^N\}\) be a centered space-anisotropic Gaussian random field whose components satisfy some mild conditions. By introducing a new anisotropic metric in ℝd, we obtain the Hausdorff and packing dimension in the new metric for the image of X. Moreover, the Hausdorff dimension in the new metric for the image of X has a uniform version.

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Acknowledgements

We cordially thank Professor Xiao for his kindly help and the referees for their time and comments.

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Correspondence to Zhen Long Chen.

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Supported by the Humanities and Social Sciences Research Project of Ministry of Education (Grant No. 18YJA910001), the National Natural Science Foundation of China (Grant No. 11371321), the first author is also supported by the Education and Scientific Research Foundation for Young and Middle-aged teachers of Fujian Province (Grant No. B17154)

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Ni, W.Q., Chen, Z.L. & Wang, W.G. Dimension Results for Space-anisotropic Gaussian Random Fields. Acta. Math. Sin.-English Ser. 35, 391–406 (2019). https://doi.org/10.1007/s10114-018-8016-7

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  • DOI: https://doi.org/10.1007/s10114-018-8016-7

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