This paper studies polar sets of anisotropic Gaussian random fields, i.e. sets which a Gaussian random field does not hit almost surely. The main assumptions are that the eigenvalues of the covariance matrix are bounded from below and that the canonical metric associated with the Gaussian random...

This paper studies polar sets of anisotropic Gaussian random fields, i.e. sets which a Gaussian random field does not hit almost surely. The main assumptions are that the eigenvalues of the covariance matrix are bounded from below and that the canonical metric associated with the Gaussian random...

Using structures of Abstract Wiener Spaces, we define a fractional Brownian field indexed by a product space (0,1/2]×L2(T,m), (T,m) a separable measure space, where the first coordinate corresponds to the Hurst parameter of fractional Brownian motion. This field encompasses a large class of...

For Gaussian vector fields {X(t) [set membership, variant] Rn:t [set membership, variant] Rd} we describe the covariance functions of all scaling limits Y(t) = lim[alpha][downwards arrow]0 B-1([alpha]) X([alpha]t) which can occur when B([alpha]) is a d - d matrix function with B([alpha]) -- 0....