22 citations · 69 across the 17 of their papers we have counts for
19 papers
Phase transition for extremes of a stochastic model with long-range dependence and multiplicative noise
Olivier Durieu, Yizao Wang
We consider a stochastic process with long-range dependence perturbed by multiplicative noise. The marginal distributions of both the original process and the noise have regularly-…
Generalized operator-scaling random ball model
Hermine Biermé, Olivier Durieu, Yizao Wang
This article introduces the operator-scaling random ball model, generalizing the isotropic random ball models investigated recently in the literature to anisotropic setup. The mode…
A family of random sup-measures with long-range dependence
Olivier Durieu, Yizao Wang
A family of self-similar and translation-invariant random sup-measures with long-range dependence are investigated. They are shown to arise as the limit of the empirical random sup…
From infinite urn schemes to self-similar stable processes
Olivier Durieu, Gennady Samorodnitsky, Yizao Wang
We investigate the randomized Karlin model with parameter , which is based on an infinite urn scheme. It has been shown before that when the randomization is bounded, th…
From random partitions to fractional Brownian sheets
Olivier Durieu, Yizao Wang
We propose discrete random-field models that are based on random partitions of . The covariance structure of each random field is determined by the underlying random…
Generalized random fields and Lévy's continuity theorem on the space of tempered distributions
Hermine Biermé, Olivier Durieu, Yizao Wang
In this note, we recall main properties of generalized random fields and present a proof of the continuity theorem of Paul Lévy for generalized random fields in the space of temper…