학술논문

SAMPLE PATH PROPERTIES OF OPERATOR-SELF-SIMILAR GAUSSIAN RANDOM FIELDS.
Document Type
Article
Source
Theory of Probability & Its Applications. 2002, Vol. 46 Issue 1, p58. 21p.
Subject
*RANDOM fields
*GRAPHIC methods
*MATRICES (Mathematics)
*GAUSSIAN processes
*STOCHASTIC processes
Language
ISSN
0040-585X
Abstract
We study the Hausdorff dimension of the image and graph set, hitting probabili- ties, transience, and other sample path properties of certain isotropic operator-self-similar Gaussian random fields X = {X(t), t ϵ R[SUPN]} with stationary increments, including multiparameter operator fractional Brownian motion. Our results show that if X(1), where 1 = (1, 0,..., 0) ϵ R[SUPN], is full, then many of such sample path properties are completely determined by the real parts of the eigenvalues of the self-similarity exponent D. [ABSTRACT FROM AUTHOR]