February 2023 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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Bernoulli 29(1): 523-550 (February 2023). DOI: 10.3150/22-BEJ1467

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.

Acknowledgements

The research of Y. Xiao is partially supported by NSF grant DMS-1855185.

Citation

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Cheuk Yin Lee. Yimin Xiao. "Chung-type law of the iterated logarithm and exact moduli of continuity for a class of anisotropic Gaussian random fields." Bernoulli 29 (1) 523 - 550, February 2023. https://doi.org/10.3150/22-BEJ1467

Information

Received: 1 August 2021; Published: February 2023
First available in Project Euclid: 13 October 2022

MathSciNet: MR4497257
zbMATH: 07634402
Digital Object Identifier: 10.3150/22-BEJ1467

Keywords: Gaussian random fields , harmonizable representation , Law of the iterated logarithm , modulus of continuity , Stochastic heat equation , strong local nondeterminism

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Vol.29 • No. 1 • February 2023
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