Title of article :
The self-intersections of a Gaussian random field
Author/Authors :
Zhang، نويسنده , , Rongmao and Lin، نويسنده , , Zhengyan، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2006
Abstract :
Let X ( t ) be an ( N , d , α ¯ ) non-deterministic Gaussian field. In this paper, the sufficient conditions for existence of the k -multiple points, the Hausdorff measure and the Hausdorff dimension for the k -multiple times set { ( t 1 , t 2 , … , t k ) : X ( t 1 ) = X ( t 2 ) = ⋯ = X ( t k ) for distinct t 1 , t 2 , … , t k } and the local times of the process Y ( T ) = { X ( t 2 ) − X ( t 1 ) , … , X ( t k ) − X ( t k − 1 ) } are evaluated.
Keywords :
60G17 , 60J65 , Hausdorff measure , 60F15 , Local time , k -Multiple times set , multiple point , Gaussian random field
Journal title :
Stochastic Processes and their Applications
Journal title :
Stochastic Processes and their Applications