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research article

The Hausdorff measure of the range and level sets of Gaussian random fields with sectorial local nondeterminism

Lee, Cheuk Yin  
February 1, 2022
Bernoulli

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.

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Type
research article
DOI
10.3150/21-BEJ1342
Web of Science ID

WOS:000718645900011

Author(s)
Lee, Cheuk Yin  
Date Issued

2022-02-01

Publisher

INT STATISTICAL INST

Published in
Bernoulli
Volume

28

Issue

1

Start page

277

End page

306

Subjects

Statistics & Probability

•

Mathematics

•

gaussian random fields

•

hausdorff measure

•

local nondeterminism

•

brownian sheet

•

harmonizable representation

•

uniform dimension

•

times

•

trajectories

•

points

Editorial or Peer reviewed

REVIEWED

Written at

EPFL

EPFL units
PROB  
Available on Infoscience
January 31, 2022
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/184860
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