Hausdorff dimensions and Hitting probabilities for some general Gaussian processes
Probability
2021-12-08 v1
Abstract
Let be a -dimensional Gaussian process on , where the component are independents copies of a scalar Gaussian process on with a given general variance function and a canonical metric which is commensurate with . We provide some general condition on so that for any Borel set , the Hausdorff dimension of the image is constant a.s., and we explicit this constant. Also, we derive under some mild assumptions on an upper and lower bounds of in terms of the corresponding Hausdorff measure and capacity of . Some upper and lower bounds for the essential supremum norm of the Hausdorff dimension of and are also given in terms of and the corresponding Hausdorff dimensions of , , and .
Cite
@article{arxiv.2112.03648,
title = {Hausdorff dimensions and Hitting probabilities for some general Gaussian processes},
author = {Frederi Viens and Mohamed Erraoui and Youssef Hakiki},
journal= {arXiv preprint arXiv:2112.03648},
year = {2021}
}