Hitting probabilities and the Hausdorff dimension of the inverse images of a class of anisotropic random fields

Citation
Chen, Zhen Long et Zhou, Quan, Hitting probabilities and the Hausdorff dimension of the inverse images of a class of anisotropic random fields, Acta mathematica Sinica. English series (Print) , 31(12), 2015, pp. 1895-1922
ISSN journal
14398516
Volume
31
Issue
12
Year of publication
2015
Pages
1895 - 1922
Database
ACNP
SICI code
Abstract
Let X = {X(t): t . RN} be an anisotropic random field with values in Rd. Under certain conditions on X, we establish upper and lower bounds on the hitting probabilities of X in terms of respectively Hausdorff measure and Bessel.Riesz capacity. We also obtain the Hausdorff dimension of its inverse image, and the Hausdorff and packing dimensions of its level sets. These results are applicable to non-linear solutions of stochastic heat equations driven by a white in time and spatially homogeneous Gaussian noise and anisotropic Guassian random fields.