On intersections of independent space–time anisotropic Gaussian fields

Zhenlong Chen, Jun Wang and Dongsheng Wu

Statistics & Probability Letters, 2020, vol. 166, issue C

Abstract: Let XH={XH(s),s∈RN1} and XK={XK(t),t∈RN2} be two independent centered space–time anisotropic Gaussian random fields taking values in Rd. In this paper, we study the existence of intersections of XH and XK. Furthermore, we determine the Hausdorff dimensions of the set of intersection times and the set of intersection points of the random fields, respectively. Our results generalize the corresponding results of Chen and Xiao (2012).

Keywords: Hitting probability; Intersection; Space–time anisotropic; Gaussian fields; Hausdorff dimension (search for similar items in EconPapers)
Date: 2020
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Citations: View citations in EconPapers (1)

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DOI: 10.1016/j.spl.2020.108874

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