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Fernique-type inequalities and moduli of continuity for anisotropic Gaussian random fields
Mark M Meerschaert1, Wensheng Wang2, Yimin Xiao1
1Department of Statistics and Probability, Michigan State University, A-413 Wells Hall, East Lansing, MI 48824, USA.
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.
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