35 citations · 161 across the 45 of their papers we have counts for
4 papers · 2 filters
Tail processes for stable-regenerative multiple-stable model
Shuyang Bai, Yizao Wang
We investigate a family of discrete-time stationary processes defined by multiple stable integrals and renewal processes with infinite means. The model may exhibit behaviors of sho…
Phase transition for extremes of a family of stationary multiple-stable processes
Shuyang Bai, Yizao Wang
We investigate a family of multiple-stable processes that may exhibit either long-range or short-range dependence, depending on the parameters. There are two parameters for the pro…
An aggregated model for Karlin stable processes
Yi Shen, Yizao Wang, Na Zhang
An aggregated model is proposed, of which the partial-sum process scales to the Karlin stable processes recently investigated in the literature. The limit extremes of the proposed…
Markov processes related to the stationary measure for the open KPZ equation
Wlodek Bryc, Alexey Kuznetsov, Yizao Wang +1
We provide a probabilistic description of the stationary measures for the open KPZ on the spatial interval in terms of a Markov process , which is a Doob's transform…