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

Author:

Meerschaert Mark,Wang Wensheng,Xiao Yimin

Abstract

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 solutions of stochastic partial differential equations are investigated.

Publisher

American Mathematical Society (AMS)

Subject

Applied Mathematics,General Mathematics

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