Chung-type law of the iterated logarithm and exact moduli of continuity for a class of anisotropic Gaussian random fields

Cheuk Yin Lee; Yimin Xiao

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arXiv · 2108.11485

Chung-type law of the iterated logarithm and exact moduli of continuity for a class of anisotropic Gaussian random fields

Cheuk Yin Lee·Yimin Xiao

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Abstract

We establish a Chung-type law of the iterated logarithm and the exact local and uniform moduli of continuity for a large class of anisotropic Gaussian random fields with a harmonizable-type integral representation and the property of strong local nondeterminism. Compared with the existing results in the literature, our results do not require the assumption of stationary increments and provide more precise upper and lower bounds for the limiting constants. The results are applicable to the solutions of a class of linear stochastic partial differential equations driven by a fractional-colored Gaussian noise, including the stochastic heat equation.

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Cheuk Yin Lee, Yimin Xiao. 2021-08-25. Chung-type law of the iterated logarithm and exact moduli of continuity for a class of anisotropic Gaussian random fields. https://arxiv.org/abs/2108.11485

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