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Multiple points of gaussian random fields
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Multiple points of gaussian random fields

Robert C. Dalang, Cheuk Yin Lee, Carl MuellerYimin Xiao
Electronic Journal of Probability, 卷.26, 17
2021

摘要

Critical dimension Fractional Brownian sheet Gaussian random fields Multiple points Stochastic heat and wave equations Statistics and Probability Statistics Probability and Uncertainty
This paper is concerned with the existence of multiple points of Gaussian random fields. Under the framework of Dalang et al. (2017), we prove that, for a wide class of Gaussian random fields, multiple points do not exist in critical dimensions. The result is applicable to fractional Brownian sheets and the solutions of systems of stochastic heat and wave equations.

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https://doi.org/10.1214/21-EJP589檢視
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