Stochastic codimension conjecture for Gaussian-process images

Let XX be the Gaussian process from the almost-sure image-dimension zero-one law, let E[0,1]E\subset[0,1] be Borel, and let dimδ(E)\dim_{\delta}(E) and dimδ,M(E)\overline{\dim}_{\delta,M}(E) denote the lower and upper metric-Minkowski dimensions associated with the canonical metric δ\delta. Write c(E)\mathbf{c}(E) for the almost-sure value of dimeucX(E)\dim_{\operatorname{euc}}X(E), and let dd be the Euclidean dimension of the state space. Assume

dimδ(E)=dimδ,M(E)c(E)d.\dim_{\delta}(E)=\overline{\dim}_{\delta,M}(E)\leq \mathbf{c}(E)\leq d.

Stochastic codimension conjecture. For every Borel set FF in the state space,

P{X(E)F}>0if dimeuc(F)>dc(E),\mathbb{P}\{X(E)\cap F\neq\varnothing\}>0 \quad\text{if }\dim_{\operatorname{euc}}(F)>d-\mathbf{c}(E),

and

P{X(E)F}=0if dimeuc(F)<dc(E).\mathbb{P}\{X(E)\cap F\neq\varnothing\}=0 \quad\text{if }\dim_{\operatorname{euc}}(F)<d-\mathbf{c}(E).

Equivalently, the conjectured stochastic codimension is

codim(X(E))=dc(E).\operatorname{codim}(X(E))=d-\mathbf{c}(E).

The claim would identify the hitting-probability threshold of the image with its almost-sure Euclidean Hausdorff dimension, extending the known estimates beyond the regularity regime of Condition (C0+)\mathbf{(C_{0+})}. The source states that the value of c(E)\mathbf{c}(E) is unknown for highly irregular processes, so this remains open.

Sources & referencesView supporting material

Primary source

Youssef Hakiki and Frederi Viens, “Irregularity scales for Gaussian processes: Hausdorff dimensions and hitting probabilities”, arXiv:2307.16886 (2023).

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