On Intersections of Independent Space–time Anisotropic Gaussian Fields
STATISTICS & PROBABILITY LETTERS(2020)
摘要
Let X-H = {X-H (s), s is an element of R-N1} and X-K = {X-K (t), t is an element of R-N2} 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). (C) 2020 Elsevier B.V. All rights reserved.
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关键词
Hitting probability,Intersection,Space-time anisotropic,Gaussian fields,Hausdorff dimension
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