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research article

Multiple points of Gaussian random fields

Dalang, Robert C.  
•
Lee, Cheuk Yin  
•
Mueller, Carl
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January 1, 2021
Electronic Journal Of Probability

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.

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Type
research article
DOI
10.1214/21-EJP589
Web of Science ID

WOS:000641851700001

Author(s)
Dalang, Robert C.  
Lee, Cheuk Yin  
Mueller, Carl
Xiao, Yimin
Date Issued

2021-01-01

Publisher

INST MATHEMATICAL STATISTICS-IMS

Published in
Electronic Journal Of Probability
Volume

26

Start page

17

Subjects

Statistics & Probability

•

Mathematics

•

multiple points

•

gaussian random fields

•

critical dimension

•

fractional brownian sheet

•

stochastic heat and wave equations

Editorial or Peer reviewed

REVIEWED

Written at

EPFL

EPFL units
PROB  
Available on Infoscience
May 22, 2021
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/178251
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