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Dimension Results for Space-anisotropic Gaussian Random Fields 被引量:1
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作者 Wen Qing NI zhen long chen Wei Gang WANG 《Acta Mathematica Sinica,English Series》 SCIE CSCD 2019年第3期391-406,共16页
Let X = {X(t) ∈ R^d, t ∈ R^N} be a centered space-anisotropic Gaussian random field whose components satisfy some mild conditions. By introducing a new anisotropic metric in R^d, we obtain the Hausdorff and packing ... Let X = {X(t) ∈ R^d, t ∈ R^N} be a centered space-anisotropic Gaussian random field whose components satisfy some mild conditions. By introducing a new anisotropic metric in R^d, we obtain the Hausdorff and packing dimension in the new metric for the image of X. Moreover, the Hausdorff dimension in the new metric for the image of X has a uniform version. 展开更多
关键词 HAUSDORFF DIMENSION PACKING DIMENSION GAUSSIAN random field UNIFORM DIMENSION
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Hitting Probabilities and the Hausdorff Dimension of the Inverse Images of a Class of Anisotropic Random Fields 被引量:1
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作者 zhen long chen Quan ZHOU 《Acta Mathematica Sinica,English Series》 SCIE CSCD 2015年第12期1895-1922,共28页
Let X = {X(t):t ∈ R^N} be an anisotropic random field with values in R^d.Under certain conditions on X,we establish upper and lower bounds on the hitting probabilities of X in terms of respectively Hausdorff measu... Let X = {X(t):t ∈ R^N} be an anisotropic random field with values in R^d.Under certain conditions on X,we establish upper and lower bounds on the hitting probabilities of X in terms of respectively Hausdorff measure and Bessel-Riesz capacity.We also obtain the Hausdorff dimension of its inverse image,and the Hausdorff and packing dimensions of its level sets.These results are applicable to non-linear solutions of stochastic heat equations driven by a white in time and spatially homogeneous Gaussian noise and anisotropic Guassian random fields. 展开更多
关键词 Anisotropic random field non-linear stochastic heat equations spatially homogeneous Gaussian noise hitting probabilities Hausdorff dimension inverse image
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Hitting Probabilities and Fractal Dimensions of Multiparameter Multifractional Brownian Motion 被引量:1
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作者 zhen long chen 《Acta Mathematica Sinica,English Series》 SCIE CSCD 2013年第9期1723-1742,共20页
The main goal of this paper is to study the sample path properties for the harmonisable-type N-parameter multifractional Brownian motion, whose local regularities change as time evolves. We provide the upper and lower... The main goal of this paper is to study the sample path properties for the harmonisable-type N-parameter multifractional Brownian motion, whose local regularities change as time evolves. We provide the upper and lower bounds on the hitting probabilities of an (N, d)-multifractional Brownian motion. Moreover, we determine the Hausdorff dimension of its inverse images, and the Hausdorff and packing dimensions of its level sets. 展开更多
关键词 Multifractional Brownian motion hitting probability inverse image level set Hausdorff dimension packing dimension
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Polar Functions and Intersections of the Random String Processes
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作者 zhen long chen 《Acta Mathematica Sinica,English Series》 SCIE CSCD 2012年第10期2067-2088,共22页
Let {us (x) : s 〉 0, x ∈ JR} be a random string taking values in ]Rd. The main goal of this paper is to discuss the characteristics of the polar functions of {us (x) : s ≥ 0, x ∈ JR}. The relationship betwee... Let {us (x) : s 〉 0, x ∈ JR} be a random string taking values in ]Rd. The main goal of this paper is to discuss the characteristics of the polar functions of {us (x) : s ≥ 0, x ∈ JR}. The relationship between a class of continuous functions satisfying the HSlder condition and a class of polar-functions of {us(x) : s 〉 0, x ∈ R} is presented. The Hausdorff and packing dimensions of the set that the string intersects a given non-polar continuous function are determined. The upper and lower bounds are obtained for the probability that the string intersects a given function in terms of respectively Hausdorff measure and capacity. 展开更多
关键词 Random string process stationary pinned string polar function Hausdorff dimension packing dimension capacity
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