Multiple points of Gaussian random fields
Copyright policy )Multiple points of Gaussian random fields
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.
to appear in EJP
- University of Rochester United States
- École Polytechnique Fédérale de Lausanne EPFL Switzerland
- Michigan State University United States
Probability (math.PR), FOS: Mathematics, Gaussian processes, Random fields, Gaussian random fields, Sample path properties, critical dimension, fractional Brownian sheet, stochastic heat and wave equations, multiple points, Mathematics - Probability
Probability (math.PR), FOS: Mathematics, Gaussian processes, Random fields, Gaussian random fields, Sample path properties, critical dimension, fractional Brownian sheet, stochastic heat and wave equations, multiple points, Mathematics - Probability
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