MULTIPLE INTERSECTIONS OF SPACE-TIME ANISOTROPIC GAUSSIAN FIELDS*

  • Zhenlong Chen ,
  • Weijie Yuan
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  • School of Statistics and Mathematics, Zhejiang Gongshang University, Hangzhou 310018, China
Zhenlong Chen, E-mail: zlchen@zjsu.edu.cn

Received date: 2022-09-01

  Revised date: 2023-07-14

  Online published: 2024-02-27

Supported by

National Natural Science Foundation of China (12371150, 11971432), the Natural Science Foundation of Zhejiang Province (LY21G010003), the Management Project of "Digital+" Discipline Construction of Zhejiang Gongshang University (SZJ2022A012, SZJ2022B017), the Characteristic & Preponderant Discipline of Key Construction Universities in Zhejiang Province (Zhejiang Gongshang University-Statistics) and the Scientific Research Projects of Universities in Anhui Province (2022AH050955).

Abstract

Let $X=\{X(t)\in\mathbb{R}^{d},t\in\mathbb{R}^{N}\}$ be a centered space-time anisotropic Gaussian field with indices $H=(H_{1},\cdots ,H_{N})\in(0,1)^{N}$, where the components $X_{i}\ (i=1,\cdots ,d)$ of $X$ are independent, and the canonical metric $\sqrt{\mathbb{E}(X_{i}(t)-X_{i}(s))^{2}}\ (i=1,\cdots ,d)$ is commensurate with $\gamma^{\alpha_{i}}(\sum\limits_{j=1}^{N}|t_{j}-s_{j}|^{H_{j}})$ for $s=(s_{1},\cdots ,s_{N}), t=(t_{1},\cdots ,t_{N})\in\mathbb{R}^{N}$, $\alpha_{i}\in(0,1]$, and with the continuous function $\gamma(\cdot)$ satisfying certain conditions. First, the upper and lower bounds of the hitting probabilities of $X$ can be derived from the corresponding generalized Hausdorff measure and capacity, which are based on the kernel functions depending explicitly on $\gamma(\cdot)$. Furthermore, the multiple intersections of the sample paths of two independent centered space-time anisotropic Gaussian fields with different distributions are considered. Our results extend the corresponding results for anisotropic Gaussian fields to a large class of space-time anisotropic Gaussian fields

Cite this article

Zhenlong Chen , Weijie Yuan . MULTIPLE INTERSECTIONS OF SPACE-TIME ANISOTROPIC GAUSSIAN FIELDS*[J]. Acta mathematica scientia, Series B, 2024 , 44(1) : 275 -294 . DOI: 10.1007/s10473-024-0115-1

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