35 citations · 161 across the 45 of their papers we have counts for
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math.PR2020★ 1 cited
Choquet random sup-measures with aggregations
Yizao Wang
A variation of Choquet random sup-measures is introduced. These random sup-measures are shown to arise as the scaling limits of empirical random sup-measures of a general aggregate…
math.PR2020
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-…
math.PR2020
Simulations for Karlin random fields
Zuopeng Fu, Yizao Wang
We investigate the simulation methods for a large family of stable random fields that appeared in the recent literature, known as the Karlin stable set-indexed processes. We exploi…