UAH > Math > Colloquia > 3/9/2007
In recent years, various classes of anisotropic Gaussian random fields have arisen in probability theory, statistics and in various applications. Examples include fractional Brownian sheets, certain operator-self-similar Gaussian random fields with stationary increments and solutions to stochastic heat and wave equations. This talk is concerned with sample path properties of an anisotropic Gaussian random field X = (X(t): t 
RN) with index H = (H1, H2, ..., HN) in (0, 1)N. Our interest lies in characterizing the anisotropic properties of X in terms of H. We will present a general framework under which the regularity and fractal properties of the sample path of X can be studied.