{"title":"Polarity of points for Gaussian random fields","authors":"R. Dalang, C. Mueller, Yimin Xiao","doi":"10.1214/17-AOP1176","DOIUrl":null,"url":null,"abstract":"We show that for a wide class of Gaussian random fields, points are polar in the critical dimension. Examples of such random fields include solutions of systems of linear stochastic partial differential equations with deterministic coefficients, such as the stochastic heat equation or wave equation with space–time white noise, or colored noise in spatial dimensions k≥1k≥1. Our approach builds on a delicate covering argument developed by M. Talagrand [Ann. Probab. 23 (1995) 767–775; Probab. Theory Related Fields 112 (1998) 545–563] for the study of fractional Brownian motion, and uses a harmonizable representation of the solutions of these stochastic PDEs.","PeriodicalId":50763,"journal":{"name":"Annals of Probability","volume":null,"pages":null},"PeriodicalIF":2.1000,"publicationDate":"2015-05-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1214/17-AOP1176","citationCount":"26","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Annals of Probability","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1214/17-AOP1176","RegionNum":1,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q1","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
引用次数: 26
Abstract
We show that for a wide class of Gaussian random fields, points are polar in the critical dimension. Examples of such random fields include solutions of systems of linear stochastic partial differential equations with deterministic coefficients, such as the stochastic heat equation or wave equation with space–time white noise, or colored noise in spatial dimensions k≥1k≥1. Our approach builds on a delicate covering argument developed by M. Talagrand [Ann. Probab. 23 (1995) 767–775; Probab. Theory Related Fields 112 (1998) 545–563] for the study of fractional Brownian motion, and uses a harmonizable representation of the solutions of these stochastic PDEs.
期刊介绍:
The Annals of Probability publishes research papers in modern probability theory, its relations to other areas of mathematics, and its applications in the physical and biological sciences. Emphasis is on importance, interest, and originality – formal novelty and correctness are not sufficient for publication. The Annals will also publish authoritative review papers and surveys of areas in vigorous development.