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Teoriya Veroyatnostei i ee Primeneniya, 2001, Volume 46, Issue 1, Pages 94–116
DOI: https://doi.org/10.4213/tvp3953
(Mi tvp3953)
 

This article is cited in 47 scientific papers (total in 47 papers)

Sample Path Properties of Operator-Slef-Similar Gaussian Random Fields

J. D. Masona, Xiao Yiminb

a University of Utah, Department of Mathematics
b Michigan State University, Department of Statistics and Probability
Abstract: We study the Hausdorff dimension of the image and graph set, hitting probabilities, transience, and other sample path properties of certain isotropic operator-self-similar Gaussian random fields $X = \{X(t),\ t \in{\mathbf R}^N\}$ with stationary increments, including multiparameter operator fractional Brownian motion. Our results show that if $X({\mathbf 1})$, where ${\mathbf 1}=(1,0,\dots,0)\in{\mathbf R}^N$, is full, then many of such sample path properties are completely determined by the real parts of the eigenvalues of the self-similarity exponent $D$.
Keywords: operator-self-similar Gaussian random fields, image, graph, Hausdorff dimension, polar set, transience.
Received: 07.04.1999
English version:
Theory of Probability and its Applications, 2002, Volume 46, Issue 1, Pages 58–78
DOI: https://doi.org/10.1137/S0040585X97978749
Bibliographic databases:
Language: English
Citation: J. D. Mason, Xiao Yimin, “Sample Path Properties of Operator-Slef-Similar Gaussian Random Fields”, Teor. Veroyatnost. i Primenen., 46:1 (2001), 94–116; Theory Probab. Appl., 46:1 (2002), 58–78
Citation in format AMSBIB
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\by J.~D.~Mason, Xiao~Yimin
\paper Sample Path Properties of Operator-Slef-Similar Gaussian Random Fields
\jour Teor. Veroyatnost. i Primenen.
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\pages 94--116
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\transl
\jour Theory Probab. Appl.
\yr 2002
\vol 46
\issue 1
\pages 58--78
\crossref{https://doi.org/10.1137/S0040585X97978749}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=000174464700004}
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  • https://www.mathnet.ru/eng/tvp3953
  • https://doi.org/10.4213/tvp3953
  • https://www.mathnet.ru/eng/tvp/v46/i1/p94
  • This publication is cited in the following 47 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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    Теория вероятностей и ее применения Theory of Probability and its Applications
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