高斯随机场点的极性

IF 2.1 1区 数学 Q1 STATISTICS & PROBABILITY
R. Dalang, C. Mueller, Yimin Xiao
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引用次数: 26

摘要

我们证明了对于一类广泛的高斯随机场,点在临界维上是极的。此类随机场的例子包括具有确定性系数的线性随机偏微分方程系统的解,例如具有时空白噪声或空间维度k≥1k≥1的彩色噪声的随机热方程或波动方程。我们的方法建立在一个微妙的覆盖论点的基础上。约23 (1995)767-775;Probab。理论相关领域112(1998)545-563]对分数布朗运动的研究,并使用这些随机偏微分方程解的协调表示。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Polarity of points for Gaussian random fields
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.
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来源期刊
Annals of Probability
Annals of Probability 数学-统计学与概率论
CiteScore
4.60
自引率
8.70%
发文量
61
审稿时长
6-12 weeks
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.
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