3 papers
math.PR2019
On discrete-time self-similar processes with stationary increments
Yi Shen, Zhenyuan Zhang
In this paper we study the self-similar processes with stationary increments in a discrete-time setting. Different from the continuous-time case, it is shown that the scaling funct…
math.PR2018
A Noether theorem for random locations
Shunlong Luo, Jie Shen, Yi Shen
We propose a unified framework for random locations exhibiting some probabilistic symmetries such as stationarity, self-similarity, etc. A theorem of Noether's type is proved, whic…
math.PR2016
Location of the Path Supremum for Self-similar Processes with Stationary Increments
Yi Shen
In this paper we consider the distribution of the location of the path supremum in a fixed interval for self-similar processes with stationary increments. To this end, a point proc…