English

Packing dimension of images and graphs of Gaussian random fields with drift

Probability 2017-08-08 v3 Classical Analysis and ODEs

Abstract

Let X={(X1(t),,Xd(t)):tRn}X=\{(X_1(t),\dots,X_d(t)): t\in \mathbb{R}^n\} be a Gaussian random field in Rd\mathbb{R}^d such that X1,,XdX_1,\dots,X_d are independent, centered Gaussian random fields with continuous sample paths. Let f ⁣:RnRdf\colon \mathbb{R}^n\to \mathbb{R}^d be a Borel map and let ARnA\subset \mathbb{R}^n be an analytic set. The main goal of the paper is to determine the almost sure value of the packing dimension of the image and graph of X+fX+f restricted to AA under a very mild assumption. This generalizes a result of Du, Miao, Wu and Xiao, who calculated the packing dimension of X(A)X(A) if X1,,XdX_1,\dots,X_d are independent copies of the same Gaussian random field X0X_0. Provided that XX is a fractional Brownian motion, our result is new even if n=d=1n=d=1 and ff is continuous, and even if f0f\equiv 0 in the case of graphs. For a fractional Brownian motion XX we also obtain the sharp lower bound for the packing dimension of the graph of XX over AA in terms of the Hurst index of XX and the packing dimension of AA. The analogous result for images was obtained by Talagrand and Xiao.

Keywords

Cite

@article{arxiv.1610.06474,
  title  = {Packing dimension of images and graphs of Gaussian random fields with drift},
  author = {Richárd Balka},
  journal= {arXiv preprint arXiv:1610.06474},
  year   = {2017}
}

Comments

23 pages. Minor modifications in the Main Theorem