7 papers · 1 filter
Hitting probabilities of Gaussian random fields and collision of eigenvalues of random matrices
Cheuk Yin Lee, Jian Song, Yimin Xiao +1
Let be a centered Gaussian random field with values in satisfying certain conditions and let be a Borel set.…
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
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 harmoniz…
Local nondeterminism and local times of the stochastic wave equation driven by fractional-colored noise
Cheuk Yin Lee
We investigate the existence and regularity of the local times of the solution to a linear system of stochastic wave equations driven by a Gaussian noise that is fractional in time…
The Hausdorff measure of the range and level sets of Gaussian random fields with sectorial local nondeterminism
Cheuk Yin Lee
We determine the exact Hausdorff measure functions for the range and level sets of a class of Gaussian random fields satisfying sectorial local nondeterminism and other assumptions…
The Multiple Points of Fractional Brownian Motion
Mark Landry, Cheuk Yin Lee, Paige Pearcy
Nils Tongring (1987) proved sufficient conditions for a compact set to contain -tuple points of a Brownian motion. In this paper, we extend these findings to the fractional Brow…
Multiple Points of Gaussian Random Fields
Robert C. Dalang, Cheuk Yin Lee, Carl Mueller +1
This paper is concerned with the existence of multiple points of Gaussian random fields. Under the framework of Dalang et al. (2017), we prove that, for a wide class of Gaussian ra…