Local Times and Geometric Properties of Gaussian Random Fields
作者:
时间:2022-09-21
阅读量:563次
  • 演讲人: 肖益民 (密西根州立大学Foundation Professor)
  • 时间:2022年10月15日 周五上午9:00
  • 地点:腾讯会议 ID:481-648-612
  • 主办单位:浙江大学数据科学研究中心

摘要:

We study the local times of anisotropic Gaussian random fields satisfying strong local nondeterminism with respect to an anisotropic metric. By applying moment estimates for local times, we prove optimal local and global H¨older conditions for the local times for these Gaussian random fields and deduce related sample path properties. These results are closely related to Chung’s law of the iterated logarithm and the modulus of nondifferentiability of the Gaussian random fields. We apply the results to systems of stochastic heat equations with additive Gaussian noise and determine the exact Hausdorff measure function for the level sets of the solution. This talk is based on a joint paper with Davar Khoshnevisan and Cheuk Yin Lee. 

 

演讲人简介:

肖益民,密西根州立大学Foundation Professor。主要从事随机场及随机偏微分方程, 分形几何, 位势理论, 随机场的极值理论方面的研究。

 

肖益民教授2011年当选为美国数理统计学会会士。是《Statistics and Probability Letters》共同主编。同时还是《Science in China, Mathematics》,《Illinois Journal of Mathematics》,《Journal of Fractal Geometry》的编委。多次担任美国国家自然科学基金概率和统计项目评审小组成员,以及加拿大,瑞士,德国,香港等国家和地区自然科学基金评审人。