92 citations · 561 across the 76 of their papers we have counts for
67 papers · 1 filter
Local times of anisotropic Gaussian random fields and stochastic heat equation
Cheuk Yin Lee, Yimin Xiao
We study the local times of a large class of Gaussian random fields satisfying strong local nondeterminism with respect to an anisotropic metric. We establish moment estimates and…
Polarity of points for systems of nonlinear stochastic heat equations in the critical dimension
Cheuk Yin Lee, Yimin Xiao
Let be the solution to the systems of nonlinear stochastic heat equations \[ \begin{split} \frac{\partial}{\partial t} u(t, x) &= \frac{\p…
The expected Euler characteristic approximation to excursion probabilities of Gaussian vector fields
Dan Cheng, Yimin Xiao
Let be an -valued, centered, unit-variance smooth Gaussian vector field, where and are compact rectangles in …
Hitting probabilities of Gaussian random fields and collision of eigenvalues of random matrices
Cheuk Yin Lee, Jian Song, Yimin Xiao +1
Let be a centered Gaussian random field with values in satisfying certain conditions and let be a Borel set.…
Strong Local Nondeterminism and Exact Modulus of Continuity for Isotropic Gaussian Random Fields on Compact Two-Point Homogeneous Spaces
Tianshi Lu, Chunsheng Ma, Yimin Xiao
This paper is concerned with sample path properties of isotropic Gaussian fields on compact two-point homogeneous spaces. In particular, we establish the property of strong local n…
Spectral heat content on a class of fractal sets for subordinate killed Brownian motions
Hyunchul Park, Yimin Xiao
We study the spectral heat content for a class of open sets with fractal boundaries determined by similitudes in , , with respect to subordinate killed Bro…