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research article

Chung-type law of the iterated logarithm and exact moduli of continuity for a class of anisotropic Gaussian random fields

Lee, Cheuk Yin  
•
Xiao, Yimin
February 1, 2023
Bernoulli

We establish a Chung-type law of the iterated logarithm and the exact local and uniform moduli of continuity for a large class of anisotropic Gaussian random fields with a harmonizable-type integral representation and the property of strong local nondeterminism. Compared with the existing results in the literature, our results do not require the assumption of stationary increments and provide more precise upper and lower bounds for the limiting constants. The results are applicable to the solutions of a class of linear stochastic partial differential equations driven by a fractional-colored Gaussian noise, including the stochastic heat equation.

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Type
research article
DOI
10.3150/22-BEJ1467
Web of Science ID

WOS:000928227700020

Author(s)
Lee, Cheuk Yin  
Xiao, Yimin
Date Issued

2023-02-01

Publisher

INT STATISTICAL INST

Published in
Bernoulli
Volume

29

Issue

1

Start page

523

End page

550

Subjects

Statistics & Probability

•

Mathematics

•

gaussian random fields

•

harmonizable representation

•

strong local nondeterminism

•

law of the iterated logarithm

•

modulus of continuity

•

stochastic heat equation

•

hausdorff measure

•

level sets

Editorial or Peer reviewed

REVIEWED

Written at

EPFL

EPFL units
PROB  
Available on Infoscience
March 13, 2023
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/195717
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