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Some polar sets for the generalized Brownian sheet
Authors:Huiqiong Li  Luqin Liu  Zhenlong Chen
Affiliation:[1]College of Statistics and Mathematics, Zhejiang GongshangUniversity, Hangzhou 310018, Zhejiang, China [2]School of Mathematics and Statistics, Wuhan University,Wuhan 430072, Hubei, China
Abstract:Let $$
tilde W
$$ (t)(tR + N ) be the d-dimensional N-parameter generalized Brownian sheet. We study the polar sets for $$
tilde W
$$ (t). It is proved that for any aR d , P{$$
tilde W
$$ (t) = a, for some tR > N } = $$
left{ {begin{array}{*{20}c}
   {1,{mathbf{ }}if{mathbf{ }}beta d < 2N}  
   {0,{mathbf{ }}if{mathbf{ }}alpha d > 2N}  
 end{array} } right.
$$ and the probability that $$
tilde W
$$ (t) has k-multiple points is 1 or 0 according as whether 2kN > d(k − 1)β or 2kN < d(k−1)α. These results contain and extend the results of the Brownian sheet, where R > N = (0,+∞) N ,R + N =[10,+∞) N ,0< α≤1 and β≥1. Biography: LI Huiqiong (1966–), female, Associate professor, research direction: stochastic process and random fractal.
Keywords:generalized Brownian sheet  polar set  single point  multiple points
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