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On intersections of independent space–time anisotropic Gaussian fields
Statistics & Probability Letters ( IF 0.8 ) Pub Date : 2020-11-01 , DOI: 10.1016/j.spl.2020.108874
Zhenlong Chen , Jun Wang , Dongsheng Wu

Abstract Let X H = { X H ( s ) , s ∈ R N 1 } and X K = { X K ( t ) , t ∈ R N 2 } be two independent centered space–time anisotropic Gaussian random fields taking values in R d . In this paper, we study the existence of intersections of X H and X K . Furthermore, we determine the Hausdorff dimensions of the set of intersection times and the set of intersection points of the random fields, respectively. Our results generalize the corresponding results of Chen and Xiao (2012).

中文翻译:

关于独立时空各向异性高斯场的交集

摘要 设 XH = { XH ( s ) , s ∈ RN 1 } 和 XK = { XK ( t ) , t ∈ RN 2 } 是两个独立的中心时空各向异性高斯随机场,取值 R d 。在本文中,我们研究了 XH 和 XK 的交集的存在性。此外,我们分别确定了交叉时间集和随机场交叉点集的 Hausdorff 维数。我们的结果概括了 Chen 和 Xiao(2012)的相应结果。
更新日期:2020-11-01
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