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research article
The Hausdorff measure of the range and level sets of Gaussian random fields with sectorial local nondeterminism
February 1, 2022
We determine the exact Hausdorff measure functions for the range and level sets of a class of Gaussian random fields satisfying sectorial local nondeterminism and other assumptions. We also establish a Chung-type law of the iterated logarithm. The results can be applied to the Brownian sheet, fractional Brownian sheets whose Hurst indices are the same in all directions, and systems of linear stochastic wave equations in one spatial dimension driven by space-time white noise or colored noise.
Type
research article
Web of Science ID
WOS:000718645900011
Authors
Publication date
2022-02-01
Publisher
Published in
Volume
28
Issue
1
Start page
277
End page
306
Peer reviewed
REVIEWED
EPFL units
Available on Infoscience
January 31, 2022
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