Fangjun Xu

activity

20112023

most citedDensity convergence in the Breuer-Major theorem for Gaussian stationary sequences

15 citations · 39 across the 18 of their papers we have counts for

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Showing 2013 · math.PRShow all

3 papers · 2 filters

math.PR2013★ 1 cited

Second order limit laws for occupation times of the fractional Brownian motion

Fangjun Xu

We prove second order limit laws for (additive) functionals of the $d$ -dimensional fractional Brownian motion with Hurst index $H = \frac{1}{d}$ , using the method of moments, extendi…

math.PR2013★ 5 cited

Limit laws for occupation times of stable processes

David Nualart, Fangjun Xu

We prove two limit laws for functionals of one dimensional symmetric 1-stable process using the method of moments, and give a remark on Rosen's paper \cite{Rosen}.

math.PR2013

Central limit theorem for an additive functional of the fractional Brownian motion II

David Nualart, Fangjun Xu

We prove a central limit theorem for an additive functional of the $d$ -dimensional fractional Brownian motion with Hurst index $H \in (\frac{1}{2 + d}, \frac{1}{d})$ , using the method o…