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math.PR2023
Limit theorems for additive functionals of some self-similar Gaussian processes
Minhao Hong, Heguang Liu, Fangjun Xu
Under certain mild conditions, limit theorems for additive functionals of some -dimensional self-similar Gaussian processes are obtained. These limit theorems work for general G…
math.PR2020
Derivatives of local times for some Gaussian fields II
Minhao Hong, Fangjun Xu
Given a -Gaussian field \[ Z=\big\{ Z(t,s)= X^{H_1}_t -\tilde{X}^{H_2}_s, s,t \ge 0\big\}, \] where and are independent -dimensional centered…
math.PR2019★ 1 cited
Derivatives of local times for some Gaussian fields
Minhao Hong, Fangjun Xu
In this article, we consider derivatives of local time for a -Gaussian field \[ Z=\big\{ Z(t,s)= X^{H_1}_t -\widetilde{X}^{H_2}_s, s,t \ge 0\big\}, \] where and $\…