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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
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
Linking options:
https://www.mathnet.ru/eng/tvp3953https://doi.org/10.4213/tvp3953 https://www.mathnet.ru/eng/tvp/v46/i1/p94
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