Packing dimension results for anisotropic Gaussian random fields
Résumé
Let $X=\{X(t), t \in \R^N\}$ be a Gaussian random field with values in $\R^d$ defined by $$X(t) = \big(X_1(t), \ldots, X_d(t)\big), \qquad \forall \ t \in \R^N, $$ where $X_1, \ldots, X_d$ are independent copies of a centered real-valued Gaussian random field $X_0$. We consider the case when $X_0$ is anisotropic and study the packing dimension of the range $X(E)$, where $E\subseteq \R^N$ is a Borel set. For this purpose we extend the original notion of packing dimension profile due to Falconer and Howroyd (1997) to the anisotropic metric space $(\R^N, \rho)$, where $\rho(s, t) = \sum_{j=1}^N |s_j - t_j|^{H_j}$ and $(H_1, \ldots, H_N) \in (0, 1)^N$ is a given vector. The extended notion of packing dimension profile is of independent interest.
Origine | Fichiers produits par l'(les) auteur(s) |
---|
Loading...