Fernique-type inequalities and moduli of continuity for anisotropic Gaussian random fields.
Fernique-type inequalities and moduli of continuity for anisotropic Gaussian random fields.
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DOI：
10.1090/s0002-9947-2012-05678-9
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发表时间：
2012-08-01
影响因子：
1.3
通讯作者：
Xiao Y
中科院分区：
文献类型：
--
作者：
Meerschaert MM;Wang W;Xiao Y
本文研究了各向异性高斯随机场的样本路径性质。建立了Fernique型不等式，并利用它们研究了各向异性高斯随机场的整体和局部连续模。分数布朗单和随机偏微分方程的解决方案的应用进行了研究。
This paper is concerned with sample path properties of anisotropic Gaussian random fields. We establish Fernique-type inequalities and utilize them to study the global and local moduli of continuity for anisotropic Gaussian random fields. Applications to fractional Brownian sheets and to the solutions of stochastic partial differential equations are investigated.