3 citations · 3 across the 4 of their papers we have counts for
4 papers
Edge-indexed network time series with graph Ornstein-Uhlenbeck dynamics
Jiaming Chen, Almut E. D. Veraart
We introduce a class of Lévy-driven graph Ornstein-Uhlenbeck (grOU) models for edge-indexed network time series. The proposed framework extends generalized network autoregressive (…
Splitting algorithm and normed convergence for drawing the random Loewner curves
Jiaming Chen, Vlad Margarint
Recent advances in Schramm-Loewner evolution have driven increasing interest in non-standard Loewner flows. In this work, we propose a novel splitting algorithm to simulate random…
Perturbations of Multiple Schramm-Loewner Evolution with Two Non-colliding Dyson Brownian Motions
Jiaming Chen, Vlad Margarint
In this article, we study multiple , for , driven by Dyson Brownian motion. This model was introduced in the unit disk by Cardy in connection with the Calogero-Su…
Splitting algorithm and normed convergence for drawing the random fractal Loewner curves
Jiaming Chen, Vlad Margarint
In the first part of the paper we propose and study the approximation of the trace via the Ninomiya-Victoir splitting algorithm. We prove the uniform convergence in probabi…