On intersections of independent anisotropic Gaussian random fields

Let XH = {XH(s),s ∈RN1} and X K = {XK(t),t ∈R N2} be two independent anisotropic Gaussian random fields with values in R d with indices H =(H1,...,HN1) ∈(0,1)N1,K =(K1,...,KN2) ∈(0,1) N2,respectively.Existence of intersections of the sample paths of X H and X K is studied.More generally,let E1■RN1,E2■RN2 and FRd be Borel sets.A necessary condition and a sufficient condition for P{(XH(E1)∩XK(E2))∩F≠Ф}>0 in terms of the Bessel-Riesz type capacity and Hausdorff measure of E1×E2×F in the metric space(RN1+N2+d,) are proved,where  is a metric defined in terms of H and K.These results are applicable to solutions of stochastic heat equations driven by space-time Gaussian noise and fractional Brownian sheets.