78 citations · 191 across the 11 of their papers we have counts for
13 papers
Hitting Probability and the Hausdorff Measure of the Level sets for Spherical Gaussian Fields
Xiaohong Lan
Consider an isotropic spherical Gaussian random field T with values in R^{d}. We investigate two problems: (i) When is the level set T^{-1}(t) nonempty with positive probability fo…
Regularity properties of the solution to a stochastic heat equation driven by a fractional Gaussian noise on
Xiaohong Lan, Yimin Xiao
We study the stochastic heat equation driven by an additive infinite dimensional fractional Brownian noise on the unit sphere . The existence and uniqueness of its…
Hölder Conditions of Local Times and Exact Moduli of non-differentiability for Spherical Gaussian fields
Xiaohong Lan, Yimin Xiao
This paper investigate the local times and modulus of nondifferentiability of the spherical Gaussian random fields. We extend the methods for studying the local times of Gaussian t…
Strong Local Nondeterminism of Spherical Fractional Brownian Motion
Xiaohong Lan, Yimin Xiao
Let be the fractional Brownian motion indexed by the unit sphere with index , i…
Strong Local Nondeterminism and Exact Modulus of Continuity for Spherical Gaussian Fields
Xiaohong Lan, Domenico Marinucci, Yimin Xiao
In this paper, we are concerned with sample path properties of isotropic spherical Gaussian fields on . In particular, we establish the property of strong local nondeterminism…
High-Frequency Tail Index Estimation by Nearly Tight Frames
Claudio Durastanti, Xiaohong Lan
This work develops the asymptotic properties (weak consistency and Gaussianity), in the high-frequency limit, of approximate maximum likelihood estimators for the spectral paramete…