2 citations · 5 across the 7 of their papers we have counts for
10 papers · 1 filter
Central limit theorems for heat equation with time-independent noise: the regular and rough cases
Raluca M. Balan, Wangjun Yuan
In this article, we investigate the asymptotic behaviour of the spatial integral of the solution to the parabolic Anderson model with time independent noise in dimension ,…
Hitting probabilities of Gaussian random fields and collision of eigenvalues of random matrices
Cheuk Yin Lee, Jian Song, Yimin Xiao +1
Let be a centered Gaussian random field with values in satisfying certain conditions and let be a Borel set.…
Spatial integral of the solution to hyperbolic Anderson model with time-independent noise
Raluca M. Balan, Wangjun Yuan
In this article, we study the asymptotic behavior of the spatial integral of the solution to the hyperbolic Anderson model in dimension , as the domain of the integral get…
Recent advances on eigenvalues of matrix-valued stochastic processes
Jian Song, Jianfeng Yao, Wangjun Yuan
Since the introduction of Dyson's Brownian motion in early 1960's, there have been a lot of developments in the investigation of stochastic processes on the space of Hermitian matr…
On eigenvalues of the Brownian sheet matrix
Jian Song, Yimin Xiao, Wangjun Yuan
We derive a system of stochastic partial differential equations satisfied by the eigenvalues of the symmetric matrix whose entries are the Brownian sheets. We prove that the sequen…
On eigenvalue distributions of large auto-covariance matrices
Jianfeng Yao, Wangjun Yuan
In this article, we establish a limiting distribution for eigenvalues of a class of auto-covariance matrices. The same distribution has been found in the literature for a regulariz…