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Polarity of points for Gaussian random fields

  • Robert C. Dalang [1] ; Carl Mueller [2] ; Yimin Xiao [3]
    1. [1] Swiss Federal Institute of Technology in Zurich

      Swiss Federal Institute of Technology in Zurich

      Zürich, Suiza

    2. [2] University of Rochester

      University of Rochester

      City of Rochester, Estados Unidos

    3. [3] Michigan State University

      Michigan State University

      City of East Lansing, Estados Unidos

  • Localización: Annals of probability: An official journal of the Institute of Mathematical Statistics, ISSN 0091-1798, Vol. 45, Nº. 6, 2, 2017, págs. 4700-4751
  • Idioma: inglés
  • DOI: 10.1214/17-AOP1176
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  • Resumen
    • We show that for a wide class of Gaussian random fields, points are polar in the critical dimension. Examples of such random fields include solutions of systems of linear stochastic partial differential equations with deterministic coefficients, such as the stochastic heat equation or wave equation with space–time white noise, or colored noise in spatial dimensions k≥1k≥1. Our approach builds on a delicate covering argument developed by M. Talagrand [Ann. Probab. 23 (1995) 767–775; Probab. Theory Related Fields 112 (1998) 545–563] for the study of fractional Brownian motion, and uses a harmonizable representation of the solutions of these stochastic PDEs.


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