Let X={X(t)∈R^(d),t∈R^(N)}be a centered space-time anisotropic Gaussian field with indices H=(H_(1),…,H_(N))∈(0,1)~N,where the components X_(i)(i=1,…,d)of X are independent,and the canonical metric√(E(X_(i)(t)-X...Let X={X(t)∈R^(d),t∈R^(N)}be a centered space-time anisotropic Gaussian field with indices H=(H_(1),…,H_(N))∈(0,1)~N,where the components X_(i)(i=1,…,d)of X are independent,and the canonical metric√(E(X_(i)(t)-X_(i)(s))^(2))^(1/2)(i=1,…,d)is commensurate with■for s=(s_(1),…,s_(N)),t=(t_(1),…,t_(N))∈R~N,α_(i)∈(0,1],and with the continuous functionγ(·)satisfying certain conditions.First,the upper and lower bounds of the hitting probabilities of X can be derived from the corresponding generalized Hausdorff measure and capacity,which are based on the kernel functions depending explicitly onγ(·).Furthermore,the multiple intersections of the sample paths of two independent centered space-time anisotropic Gaussian fields with different distributions are considered.Our results extend the corresponding results for anisotropic Gaussian fields to a large class of space-time anisotropic Gaussian fields.展开更多
Let X={X(t),t∈R^(N)}be a centered space-time anisotropic Gaussian random field with values in R^(d).Under some general conditions,the existence,joint continuity and Hölder conditions of higher-order derivative o...Let X={X(t),t∈R^(N)}be a centered space-time anisotropic Gaussian random field with values in R^(d).Under some general conditions,the existence,joint continuity and Hölder conditions of higher-order derivative of local times of X are studied.Moreover,we obtain the uniform Hausdorff dimension of the inverse images of X.The existing results of Gaussian random fields are extended to space-time anisotropic Gaussian random fields with approximate independent components.展开更多
We develop a model for calculating the radiation force on spherically symmetric multilayered particles based on the acoustic scattering approach.An expression is derived for the radiation force on a multilayered spher...We develop a model for calculating the radiation force on spherically symmetric multilayered particles based on the acoustic scattering approach.An expression is derived for the radiation force on a multilayered sphere centered on the axis of a Gaussian standing wave propagating in an ideal fluid,The effects of the sound absorption of the materials and sound wave on acoustic radiation force of a multilayered sphere immersed in water are analyzed,with particular emphasis on the shell thickness of every layer,and the width of the Gaussian beam.The results reveal that the existence of particle trapping behavior depends on the choice of the non-dimensional frequency ka,as well as the shell thickness of each layer.This study provides a theoretical basis for the development of acoustical tweezers in a Gaussian standing wave,which may benefit the improvement and development of acoustic control technology,such as trapping,sorting,and assembling a cell,and drug delivery applications.展开更多
Acoustic manipulation is one of the well-known technologies of particle control and a top research in acoustic field.Calculation of acoustic radiation force on a particle nearby boundaries is one of the critical tasks...Acoustic manipulation is one of the well-known technologies of particle control and a top research in acoustic field.Calculation of acoustic radiation force on a particle nearby boundaries is one of the critical tasks,as it approximates realistic applications.Nevertheless,it is quite difficult to solve the problem by theoretical method when the boundary conditions are intricate.In this study,we present a finite element method numerical model for the acoustic radiation force exerting on a rigid cylindrical particle immersed in fluid near a rigid corner.The effects of the boundaries on acoustic radiation force of a rigid cylinder are analyzed with particular emphasis on the non-dimensional frequency and the distance from the center of cylinder to each boundary.The results reveal that these parameters play important roles in acoustic manipulation for particle-nearby complicated rigid boundaries.This study verifies the feasibility of numerical analysis on the issue of acoustic radiation force calculation close to complex boundaries,which may provide a new idea on analyzing the acoustic particle manipulation in confined space.展开更多
In this paper, we consider the continuous parabolic Anderson model with a logcorrelated Gaussian field, and obtain the precise quenched long-time asymptotics and spatial asymptotics. To overcome the difficulties arisi...In this paper, we consider the continuous parabolic Anderson model with a logcorrelated Gaussian field, and obtain the precise quenched long-time asymptotics and spatial asymptotics. To overcome the difficulties arising from the log-correlated Gaussian field in the proof of the lower bound of the spatial asymptotics, we first establish the relation between quenched long-time asymptotics and spatial asymptotics, and then get the lower bound of the spatial asymptotics through the lower bound of the quenched long-time asymptotics.展开更多
This paper discusses the problem of classifying a multivariate Gaussian random field observation into one of the several categories specified by different parametric mean models. Investigation is conducted on the clas...This paper discusses the problem of classifying a multivariate Gaussian random field observation into one of the several categories specified by different parametric mean models. Investigation is conducted on the classifier based on plug-in Bayes classification rule (PBCR) formed by replacing unknown parameters in Bayes classification rule (BCR) with category parameters estimators. This is the extension of the previous one from the two category cases to the multi-category case. The novel closed-form expressions for the Bayes classification probability and actual correct classification rate associated with PBCR are derived. These correct classification rates are suggested as performance measures for the classifications procedure. An empirical study has been carried out to analyze the dependence of derived classification rates on category parameters.展开更多
In this paper we devote ourselves to extending Berman’s sojourn time method,which is thoroughly described in[1-3],to investigate the tail asymptotics of the extrema of a Gaussian random field over[0,T]^(d) with T∈(0...In this paper we devote ourselves to extending Berman’s sojourn time method,which is thoroughly described in[1-3],to investigate the tail asymptotics of the extrema of a Gaussian random field over[0,T]^(d) with T∈(0,∞).展开更多
Let X^H = {X^H（8）,8∈ R^N1} and XK = {X^K（t）,t ∈R^2} be two independent anisotropic Gaussian random fields with values in R^d with indices H = （H1,... ,HN1） ∈ （0, 1）^N1, K = （K1,..., KN2）∈ （0, 1）^N2, r...Let X^H = {X^H（8）,8∈ R^N1} and XK = {X^K（t）,t ∈R^2} be two independent anisotropic Gaussian random fields with values in R^d with indices H = （H1,... ,HN1） ∈ （0, 1）^N1, K = （K1,..., KN2）∈ （0, 1）^N2, respectively. Existence of intersections of the sample paths of XH and XK is studied. More generally, let E1 R^N1, E2 R^N2 and F R^d be Borel sets. A necessary condition and a sufficient condition for P{（X^H（E1） ∩ X^K（E2）） ∩ F ≠ Ф} 〉 0 in terms of the Bessel-Riesz type capacity and Hausdorff measure of E1 x E2 x F in the metric space （R^N1＋N2＋d, ρ） are proved, whereρ is a metric defined in terms of H and K. These results are applicable to solutions of stochastic heat equations driven by space-time Gaussian noise and fractional Brownian sheets.展开更多
Let X = {X(t), t ∈ ? N } be a Gaussian random field with values in ? d defined by (1) $$ X(t) = (X_1 (t),...,X_d (t)),\forall t \in \mathbb{R}^N . $$ . The properties of space and time anisotropy of X and their conne...Let X = {X(t), t ∈ ? N } be a Gaussian random field with values in ? d defined by (1) $$ X(t) = (X_1 (t),...,X_d (t)),\forall t \in \mathbb{R}^N . $$ . The properties of space and time anisotropy of X and their connections to uniform Hausdorff dimension results are discussed. It is shown that in general the uniform Hausdorff dimension result does not hold for the image sets of a space-anisotropic Gaussian random field X.When X is an (N, d)-Gaussian random field as in (1), where X 1,...,X d are independent copies of a real valued, centered Gaussian random field X 0 which is anisotropic in the time variable. We establish uniform Hausdorff dimension results for the image sets of X. These results extend the corresponding results on one-dimensional Brownian motion, fractional Brownian motion and the Brownian sheet.展开更多
This paper is concerned with the smoothness （in the sense of Meyer- Watanabe） of the local times of Gaussian random fields. Sufficient and necessary conditions for the existence and smoothness of the local times, co...This paper is concerned with the smoothness （in the sense of Meyer- Watanabe） of the local times of Gaussian random fields. Sufficient and necessary conditions for the existence and smoothness of the local times, collision local times, and self-intersection local times are established for a large class of Gaussian random fields, including fractional Brownian motions, fractional Brownian sheets and solutions of stochastic heat equations driven by space-time Gaussian noise.展开更多
This article attempts to give a short survey of recent progress on a class of elementary stochastic partial differential equations (for example, stochastic heat equations) driven by Gaussian noise of various covarianc...This article attempts to give a short survey of recent progress on a class of elementary stochastic partial differential equations (for example, stochastic heat equations) driven by Gaussian noise of various covariance structures. The focus is on the existence and uniqueness of the classical (square integrable) solution (mild solution, weak solution). It is also concerned with the Feynman-Kac formula for the solution;Feynman-Kac formula for the moments of the solution;and their applications to the asymptotic moment bounds of the solution. It also briefly touches the exact asymptotics of the moments of the solution.展开更多
In this paper we study the integral curve in a random vector field perturbed by white noise. It is related to a stochastic transport-diffusion equation. Under some conditions on the covariance function of the vector f...In this paper we study the integral curve in a random vector field perturbed by white noise. It is related to a stochastic transport-diffusion equation. Under some conditions on the covariance function of the vector field, the solution of this stochastic partial differential equation is proved to have moments. The exact p-th moment is represented through integrals with respect to Brownian motions. The basic tool is Girsanov formula.展开更多
Online monitoring methods have been widely used in many major devices, however the normal and abnormal states of equipment are estimated mainly based on the monitoring results whether monitored parameters exceed the s...Online monitoring methods have been widely used in many major devices, however the normal and abnormal states of equipment are estimated mainly based on the monitoring results whether monitored parameters exceed the setting thresholds. Using these monitoring methods may cause serious false positive or false negative results. In order to precisely monitor the state of equipment, the problem of abnormality degree detection without fault sample is studied with a new detection method called negative potential field group detectors（NPFG-detectors）. This method achieves the quantitative expression of abnormality degree and provides the better detection results compared with other methods. In the process of Iris data set simulation, the new algorithm obtains the successful results in abnormal detection. The detection rates for 3 types of Iris data set respectively reach 100%, 91.6%, and 95.24% with 50% training samples. The problem of Bearing abnormality degree detection via an abnormality degree curve is successfully solved.展开更多
In this paper, the authors prove an almost sure limit theorem for the maxima of non-stationary Caussian random fields under some mild conditions related to the covariance functions of the Gaussian fields. As the by-pr...In this paper, the authors prove an almost sure limit theorem for the maxima of non-stationary Caussian random fields under some mild conditions related to the covariance functions of the Gaussian fields. As the by-products, the authors also obtain several weak convergence results which extended the existing results.展开更多
Let X={X(t)∈R^(d),t∈R^(N)}be a centered space-time anisotropic Gaussian random field whose components are independent and satisfy some mild conditions.We study the packing dimension of range X(E)under the anisotropi...Let X={X(t)∈R^(d),t∈R^(N)}be a centered space-time anisotropic Gaussian random field whose components are independent and satisfy some mild conditions.We study the packing dimension of range X(E)under the anisotropic(time variable)metric space(R^(N),ρ)and(space variable)metric space(R^(d),τ),where E⊂R^(N) is a Borel set.Our results generalize the corresponding results of Estrade,Wu and Xiao(Commun.Stoch.Anal.,5,41-64(2011))for time-anisotropic Gaussian random fields to space-time anisotropic Gaussian fields.展开更多
Let φ be a Hausdorff measure function and A be an infinite increasing sequence of positive integers. The Hausdorff-type measure φ - mA associated to φ and A is studied. Let X（t）（t ∈ R^N） be certain Gaussian ...Let φ be a Hausdorff measure function and A be an infinite increasing sequence of positive integers. The Hausdorff-type measure φ - mA associated to φ and A is studied. Let X（t）（t ∈ R^N） be certain Gaussian random fields in R^d. We give the exact Hausdorff measure of the graph set GrX（[0, 1]N）, and evaluate the exact φ - mA measure of the image and graph set of X（t）. A necessary and sufficient condition on the sequence A is given so that the usual Hausdorff measure function for X（[0, 1] ^N） and GrX（[0, 1]^N） are still the correct measure functions. If the sequence A increases faster, then some smaller measure functions will give positive and finite （ φ A）-Hausdorff measure for X（[0, 1]^N） and GrX（[0, 1]N）.展开更多
General limit theorems are established for l^p-valued Gaussian random fields indexed by a multidimensional parameter,which contain both almost sure moduli of continuity and limits of large increments for the l^p-value...General limit theorems are established for l^p-valued Gaussian random fields indexed by a multidimensional parameter,which contain both almost sure moduli of continuity and limits of large increments for the l^p-valued Gaussian random fields under(?)explicit conditions.展开更多
In this paper, we introduce the definition of a multi-parameter fractional Lévy process and its local time, and show its decomposition. Using the decomposition, we prove existence and joint continuity of its loca...In this paper, we introduce the definition of a multi-parameter fractional Lévy process and its local time, and show its decomposition. Using the decomposition, we prove existence and joint continuity of its local time.展开更多
We present a self-contained proof of a uniform bound on multi-point correlations of trigonometric functions of a class of Gaussian random fields.It corresponds to a special case of the general situation considered in ...We present a self-contained proof of a uniform bound on multi-point correlations of trigonometric functions of a class of Gaussian random fields.It corresponds to a special case of the general situation considered in Hairer and Xu(large-scale limit of interface fluctuation models.ArXiv e-prints arXiv:1802.08192,2018),but with improved estimates.As a consequence,we establish convergence of a class of Gaussian fields composite with more general functions.These bounds and convergences are useful ingredients to establish weak universalities of several singular stochastic PDEs.展开更多
This paper studies the global and local properties of the trajectories of Gaussian random fields with stationary increments and proves sufficient conditions for Strassen's functional laws of the iterated logarithm...This paper studies the global and local properties of the trajectories of Gaussian random fields with stationary increments and proves sufficient conditions for Strassen's functional laws of the iterated logarithm at zero and infinity respectively.The sets of limit points of those Gaussian random fields are obtained.The main results are applied to fractional Riesz-Bessel processes and the sets of limit points of this field are obtained.展开更多
基金supported by the National Natural Science Foundation of China(12371150,11971432)the Natural Science Foundation of Zhejiang Province(LY21G010003)+2 种基金the Management Project of"Digital+"Discipline Construction of Zhejiang Gongshang University(SZJ2022A012,SZJ2022B017)the Characteristic&Preponderant Discipline of Key Construction Universities in Zhejiang Province(Zhejiang Gongshang University-Statistics)the Scientific Research Projects of Universities in Anhui Province(2022AH050955)。
文摘Let X={X(t)∈R^(d),t∈R^(N)}be a centered space-time anisotropic Gaussian field with indices H=(H_(1),…,H_(N))∈(0,1)~N,where the components X_(i)(i=1,…,d)of X are independent,and the canonical metric√(E(X_(i)(t)-X_(i)(s))^(2))^(1/2)(i=1,…,d)is commensurate with■for s=(s_(1),…,s_(N)),t=(t_(1),…,t_(N))∈R~N,α_(i)∈(0,1],and with the continuous functionγ(·)satisfying certain conditions.First,the upper and lower bounds of the hitting probabilities of X can be derived from the corresponding generalized Hausdorff measure and capacity,which are based on the kernel functions depending explicitly onγ(·).Furthermore,the multiple intersections of the sample paths of two independent centered space-time anisotropic Gaussian fields with different distributions are considered.Our results extend the corresponding results for anisotropic Gaussian fields to a large class of space-time anisotropic Gaussian fields.
基金Supported by the National Natural Science Foundation of China(Grant No.12371150)National Key R&D Program of China(Grant No.2024YFA1013500)+1 种基金Zhejiang Province Philosophy and Social Science Planning Routine Subject(Grant No.24NDJC131YB)the Summit Advancement Disciplines of Zhejiang Province(Zhejiang Gongshang University-Statistics)。
文摘Let X={X(t),t∈R^(N)}be a centered space-time anisotropic Gaussian random field with values in R^(d).Under some general conditions,the existence,joint continuity and Hölder conditions of higher-order derivative of local times of X are studied.Moreover,we obtain the uniform Hausdorff dimension of the inverse images of X.The existing results of Gaussian random fields are extended to space-time anisotropic Gaussian random fields with approximate independent components.
基金Project supported by National Key R&D Program of China(Grant No.2016YFF0203000)the National Natural Science Foundation of China(Grant Nos.11774167 and 61571222)+2 种基金the Fundamental Research Funds for the Central Universities of China(Grant No.020414380001)the Key Laboratory of Underwater Acoustic Environment,Institute of Acoustics,Chinese Academy of Sciences(Grant No.SSHJ-KFKT-1701)the AQSIQ Technology R&D Program of China(Grant No.2017QK125)
文摘We develop a model for calculating the radiation force on spherically symmetric multilayered particles based on the acoustic scattering approach.An expression is derived for the radiation force on a multilayered sphere centered on the axis of a Gaussian standing wave propagating in an ideal fluid,The effects of the sound absorption of the materials and sound wave on acoustic radiation force of a multilayered sphere immersed in water are analyzed,with particular emphasis on the shell thickness of every layer,and the width of the Gaussian beam.The results reveal that the existence of particle trapping behavior depends on the choice of the non-dimensional frequency ka,as well as the shell thickness of each layer.This study provides a theoretical basis for the development of acoustical tweezers in a Gaussian standing wave,which may benefit the improvement and development of acoustic control technology,such as trapping,sorting,and assembling a cell,and drug delivery applications.
基金supported by the National Natural Science Foundation of China(Grant Nos.11604361 and 11904384)the National Key R&D Program of China(Grant No.2018 YFC0114900)Youth Innovation Promotion Association,Chinese Academy of Sciences(Grant No.2019024)。
文摘Acoustic manipulation is one of the well-known technologies of particle control and a top research in acoustic field.Calculation of acoustic radiation force on a particle nearby boundaries is one of the critical tasks,as it approximates realistic applications.Nevertheless,it is quite difficult to solve the problem by theoretical method when the boundary conditions are intricate.In this study,we present a finite element method numerical model for the acoustic radiation force exerting on a rigid cylindrical particle immersed in fluid near a rigid corner.The effects of the boundaries on acoustic radiation force of a rigid cylinder are analyzed with particular emphasis on the non-dimensional frequency and the distance from the center of cylinder to each boundary.The results reveal that these parameters play important roles in acoustic manipulation for particle-nearby complicated rigid boundaries.This study verifies the feasibility of numerical analysis on the issue of acoustic radiation force calculation close to complex boundaries,which may provide a new idea on analyzing the acoustic particle manipulation in confined space.
基金supported by the National Natural Science Foundation of China (12201282)the Institute of Meteorological Big Data-Digital Fujian and the Fujian Key Laboratory of Data Science and Statistics (2020L0705)the Education Department of Fujian Province (JAT200325)。
文摘In this paper, we consider the continuous parabolic Anderson model with a logcorrelated Gaussian field, and obtain the precise quenched long-time asymptotics and spatial asymptotics. To overcome the difficulties arising from the log-correlated Gaussian field in the proof of the lower bound of the spatial asymptotics, we first establish the relation between quenched long-time asymptotics and spatial asymptotics, and then get the lower bound of the spatial asymptotics through the lower bound of the quenched long-time asymptotics.
文摘This paper discusses the problem of classifying a multivariate Gaussian random field observation into one of the several categories specified by different parametric mean models. Investigation is conducted on the classifier based on plug-in Bayes classification rule (PBCR) formed by replacing unknown parameters in Bayes classification rule (BCR) with category parameters estimators. This is the extension of the previous one from the two category cases to the multi-category case. The novel closed-form expressions for the Bayes classification probability and actual correct classification rate associated with PBCR are derived. These correct classification rates are suggested as performance measures for the classifications procedure. An empirical study has been carried out to analyze the dependence of derived classification rates on category parameters.
基金partially supported by National Natural Science Foundation of China(11701070,71871046)Ronglian Scholarship Fund.
文摘In this paper we devote ourselves to extending Berman’s sojourn time method,which is thoroughly described in[1-3],to investigate the tail asymptotics of the extrema of a Gaussian random field over[0,T]^(d) with T∈(0,∞).
基金supported by Zhejiang Provincial Natural Science Foundation of China(Grant No. Y6100663)National Science Foundation of US (Grant No. DMS-1006903)
文摘Let X^H = {X^H（8）,8∈ R^N1} and XK = {X^K（t）,t ∈R^2} be two independent anisotropic Gaussian random fields with values in R^d with indices H = （H1,... ,HN1） ∈ （0, 1）^N1, K = （K1,..., KN2）∈ （0, 1）^N2, respectively. Existence of intersections of the sample paths of XH and XK is studied. More generally, let E1 R^N1, E2 R^N2 and F R^d be Borel sets. A necessary condition and a sufficient condition for P{（X^H（E1） ∩ X^K（E2）） ∩ F ≠ Ф} 〉 0 in terms of the Bessel-Riesz type capacity and Hausdorff measure of E1 x E2 x F in the metric space （R^N1＋N2＋d, ρ） are proved, whereρ is a metric defined in terms of H and K. These results are applicable to solutions of stochastic heat equations driven by space-time Gaussian noise and fractional Brownian sheets.
基金supported by National Science Foundation of the United States (Grant No.DMS-0706728)
文摘Let X = {X(t), t ∈ ? N } be a Gaussian random field with values in ? d defined by (1) $$ X(t) = (X_1 (t),...,X_d (t)),\forall t \in \mathbb{R}^N . $$ . The properties of space and time anisotropy of X and their connections to uniform Hausdorff dimension results are discussed. It is shown that in general the uniform Hausdorff dimension result does not hold for the image sets of a space-anisotropic Gaussian random field X.When X is an (N, d)-Gaussian random field as in (1), where X 1,...,X d are independent copies of a real valued, centered Gaussian random field X 0 which is anisotropic in the time variable. We establish uniform Hausdorff dimension results for the image sets of X. These results extend the corresponding results on one-dimensional Brownian motion, fractional Brownian motion and the Brownian sheet.
基金Research of Z. Chen and D. Wu was partially supported by the National Natural Science Foundation of China （Grant No. 11371321）. Research of Y. Xiao was partially supported by the NSF Grants DMS-1307470 and DMS-1309856.
文摘This paper is concerned with the smoothness （in the sense of Meyer- Watanabe） of the local times of Gaussian random fields. Sufficient and necessary conditions for the existence and smoothness of the local times, collision local times, and self-intersection local times are established for a large class of Gaussian random fields, including fractional Brownian motions, fractional Brownian sheets and solutions of stochastic heat equations driven by space-time Gaussian noise.
基金supported by an NSERC granta startup fund of University of Alberta
文摘This article attempts to give a short survey of recent progress on a class of elementary stochastic partial differential equations (for example, stochastic heat equations) driven by Gaussian noise of various covariance structures. The focus is on the existence and uniqueness of the classical (square integrable) solution (mild solution, weak solution). It is also concerned with the Feynman-Kac formula for the solution;Feynman-Kac formula for the moments of the solution;and their applications to the asymptotic moment bounds of the solution. It also briefly touches the exact asymptotics of the moments of the solution.
文摘In this paper we study the integral curve in a random vector field perturbed by white noise. It is related to a stochastic transport-diffusion equation. Under some conditions on the covariance function of the vector field, the solution of this stochastic partial differential equation is proved to have moments. The exact p-th moment is represented through integrals with respect to Brownian motions. The basic tool is Girsanov formula.
基金Supported by National Natural Science Foundation of China(Grant No.51175316)Specialized Research Fund for the Doctoral Program of Higher Education,China(Grant No.20103108110006)Basic Research Project of Shanghai Science and Technology Commission,China(Grant No.11JC1404100)
文摘Online monitoring methods have been widely used in many major devices, however the normal and abnormal states of equipment are estimated mainly based on the monitoring results whether monitored parameters exceed the setting thresholds. Using these monitoring methods may cause serious false positive or false negative results. In order to precisely monitor the state of equipment, the problem of abnormality degree detection without fault sample is studied with a new detection method called negative potential field group detectors（NPFG-detectors）. This method achieves the quantitative expression of abnormality degree and provides the better detection results compared with other methods. In the process of Iris data set simulation, the new algorithm obtains the successful results in abnormal detection. The detection rates for 3 types of Iris data set respectively reach 100%, 91.6%, and 95.24% with 50% training samples. The problem of Bearing abnormality degree detection via an abnormality degree curve is successfully solved.
基金Project supported by the National Natural Science Foundation of China(No.11071182)
文摘In this paper, the authors prove an almost sure limit theorem for the maxima of non-stationary Caussian random fields under some mild conditions related to the covariance functions of the Gaussian fields. As the by-products, the authors also obtain several weak convergence results which extended the existing results.
基金Supported by National Natural Science Foundation of China(Grant No.11971432)Natural Science Foundation of Zhejiang Province(Grant No.LY21G010003)+2 种基金Humanities and Social Sciences Foundation of the Ministry of Education(Grant No.18YJA910001)First Class Discipline of Zhejiang-A(Zhejiang Gongshang University-Statistics)Natural Science Foundation of Chuzhou University(Grant No.zrjz2019012)。
文摘Let X={X(t)∈R^(d),t∈R^(N)}be a centered space-time anisotropic Gaussian random field whose components are independent and satisfy some mild conditions.We study the packing dimension of range X(E)under the anisotropic(time variable)metric space(R^(N),ρ)and(space variable)metric space(R^(d),τ),where E⊂R^(N) is a Borel set.Our results generalize the corresponding results of Estrade,Wu and Xiao(Commun.Stoch.Anal.,5,41-64(2011))for time-anisotropic Gaussian random fields to space-time anisotropic Gaussian fields.
基金Supported by the National Natural Science Foundation of China （No.10471148）, Sci-tech Innovation Item for Excellent Young and Middle-Aged University Teachers and Major Item of Educational Department of Hubei （No.2003A005）Acknowledgements. We wish to express our sincere thanks to Professor Xiao Yimin for suggesting the problem to me and for his subsequent encouragement and help.
文摘Let φ be a Hausdorff measure function and A be an infinite increasing sequence of positive integers. The Hausdorff-type measure φ - mA associated to φ and A is studied. Let X（t）（t ∈ R^N） be certain Gaussian random fields in R^d. We give the exact Hausdorff measure of the graph set GrX（[0, 1]N）, and evaluate the exact φ - mA measure of the image and graph set of X（t）. A necessary and sufficient condition on the sequence A is given so that the usual Hausdorff measure function for X（[0, 1] ^N） and GrX（[0, 1]^N） are still the correct measure functions. If the sequence A increases faster, then some smaller measure functions will give positive and finite （ φ A）-Hausdorff measure for X（[0, 1]^N） and GrX（[0, 1]N）.
基金This work was supported by NSERC Canada grants at Carleton University and by KOSEF-R01-2005-000-10696-0
文摘General limit theorems are established for l^p-valued Gaussian random fields indexed by a multidimensional parameter,which contain both almost sure moduli of continuity and limits of large increments for the l^p-valued Gaussian random fields under(?)explicit conditions.
基金supported by the National Natural Science Foundation of China (No. 10871177)the Ph. D.Programs Foundation of Ministry of Education of China (No. 20060335032)the Natural Science Foundation of Zhejiang Province of China (No. Y7080044)
文摘In this paper, we introduce the definition of a multi-parameter fractional Lévy process and its local time, and show its decomposition. Using the decomposition, we prove existence and joint continuity of its local time.
基金the support from the Engineering and Physical Sciences Research Council through the fellowship EP/N021568/1.
文摘We present a self-contained proof of a uniform bound on multi-point correlations of trigonometric functions of a class of Gaussian random fields.It corresponds to a special case of the general situation considered in Hairer and Xu(large-scale limit of interface fluctuation models.ArXiv e-prints arXiv:1802.08192,2018),but with improved estimates.As a consequence,we establish convergence of a class of Gaussian fields composite with more general functions.These bounds and convergences are useful ingredients to establish weak universalities of several singular stochastic PDEs.
基金Supported by NSFC(Grants Nos.11671115,11731012 and 11871425)NSF(Grant No.DMS-1855185)
文摘This paper studies the global and local properties of the trajectories of Gaussian random fields with stationary increments and proves sufficient conditions for Strassen's functional laws of the iterated logarithm at zero and infinity respectively.The sets of limit points of those Gaussian random fields are obtained.The main results are applied to fractional Riesz-Bessel processes and the sets of limit points of this field are obtained.
