English

Hausdorff dimensions and Hitting probabilities for some general Gaussian processes

Probability 2021-12-08 v1

Abstract

Let BB be a dd-dimensional Gaussian process on R\mathbb{R}, where the component are independents copies of a scalar Gaussian process B0B_0 on R+\mathbb{R}_+ with a given general variance function γ2(r)=Var(B0(r))\gamma^2(r)=\operatorname{Var}\left(B_0(r)\right) and a canonical metric δ(t,s):=(E(B0(t)B0(s))2)1/2\delta(t,s):=(\mathbb{E}\left(B_0(t)-B_0(s)\right)^2)^{1/2} which is commensurate with γ(ts)\gamma(t-s). We provide some general condition on γ\gamma so that for any Borel set E[0,1]E\subset [0,1], the Hausdorff dimension of the image B(E)B(E) is constant a.s., and we explicit this constant. Also, we derive under some mild assumptions on γ\gamma\, an upper and lower bounds of P{B(E)F}\mathbb{P}\left\{B(E)\cap F\neq \emptyset \right\} in terms of the corresponding Hausdorff measure and capacity of E×FE\times F. Some upper and lower bounds for the essential supremum norm of the Hausdorff dimension of B(E)FB(E)\cap F and EB1(F)E\cap B^{-1}(F) are also given in terms of dd and the corresponding Hausdorff dimensions of E×FE\times F, EE, and FF.

Keywords

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}
}
R2 v1 2026-06-24T08:07:27.189Z