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Fernique-type inequalities and moduli of continuity for anisotropic Gaussian random fields

This paper is concerned with sample path properties of anisotropic Gaussian random fields. We establish Fernique-type inequalities and utilize them to study the global and local moduli of continuity for anisotropic Gaussian random fields. Applications to fractional Brownian sheets and to the solutio...

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Bibliographic Details
Main Authors: Meerschaert, Mark M., Wang, Wensheng, Xiao, Yimin
Format: Artigo
Language:Inglês
Published: 2012
Subjects:
Online Access:https://ncbi.nlm.nih.gov/pmc/articles/PMC4016971/
https://ncbi.nlm.nih.gov/pubmed/24825922
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1090/S0002-9947-2012-05678-9
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