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- Chinese Academy of SciencesCN10 papers
- Institute of Theoretical PhysicsCN8 papers
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6 papers · 1 filter
Central limit theorem for functionals of two independent fractional Brownian motions
David Nualart, Fangjun Xu
We prove a central limit theorem for functionals of two independent -dimensional fractional Brownian motions with the same Hurst index in using…
Riemann-Liouville processes arising from Branching particle systems
Yuqiang Li
It is proved in this paper that Riemann-Liouville processes can arise from the temporal structures of the scaled occupation time fluctuation limits of the site-dependent (d,α,σ(x))…
Exponential extinction time of the contact process on finite graphs
Thomas Mountford, Jean-Christophe Mourrat, Daniel Valesin +1
We study the extinction time $\uptau$ of the contact process on finite trees of bounded degree. We show that, if the infection rate is larger than the critical rate for the contact…
Multivariate Operator-Self-Similar Random Fields
Yuqiang Li, Yimin Xiao
Multivariate random fields whose distributions are invariant under operator-scalings in both time-domain and state space are studied. Such random fields are called operator-self-si…
Occupation Time Fluctuations of Weakly Degenerate Branching Systems
Yuqiang Li, Yimin Xiao
We establish limit theorems for re-scaled occupation time fluctuations of a sequence of branching particle systems in with anisotropic space motion and weakly degenerate spl…
On Monge-Kantorovich Problem in the Plane
Yinfang Shen, Weian Zheng
We transfer the celebrating Monge-Kontorovich problem in a bounded domain of Euclidean plane into a Dirichlet boundary problem associated to a quasi-linear elliptic equation with $…