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Polarity of points for Gaussian random fields
Author(s) -
Robert C. Dalang,
Carl Mueller,
Yimin Xiao
Publication year - 2017
Publication title -
the annals of probability
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 3.184
H-Index - 98
eISSN - 2168-894X
pISSN - 0091-1798
DOI - 10.1214/17-aop1176
Subject(s) - mathematics , random field , brownian motion , stochastic partial differential equation , white noise , mathematical analysis , fractional brownian motion , gaussian , heat equation , statistical physics , dimension (graph theory) , stochastic differential equation , gaussian noise , stochastic process , partial differential equation , pure mathematics , statistics , physics , quantum mechanics , algorithm
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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