POLARITY OF POINTS FOR GAUSSIAN RANDOM FIELDS

• 成果类型: Article
• 署名作者: Dalang, Robert C.; Mueller, Carl; Xiao, Yimin
• 署名单位: Swiss Federal Institutes of Technology Domain; Ecole Polytechnique Federale de Lausanne; University of Rochester; Michigan State University
• 刊物名称: ANNALS OF PROBABILITY
• ISSN/ISSBN: 0091-1798
• DOI: 10.1214/17-AOP1176
• 发表日期: 2017
• 页码: 4700-4751
• 关键词: stochastic heat-equations; hitting probabilities; brownian sheet; hausdorff measure; multiple points; systems; trajectories; dimension; driven; times

摘要

We show that for a wide class of Gaussian random fields, points are polar in the critical dimension. Examples of such random fields include solutions of systems of linear stochastic partial differential equations with deterministic coefficients, such as the stochastic heat equation or wave equation with space-time white noise, or colored noise in spatial dimensions k >= 1. Our approach builds on a delicate covering argument developed by M. Talagrand [Ann. Probab. 23 (1995) 767-775; Probab. Theory Related Fields 112 (1998) 545-563] for the study of fractional Brownian motion, and uses a harmonizable representation of the solutions of these stochastic PDEs.