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20042023
most citedCorrelated continuous time random walks

92 citations · 561 across the 76 of their papers we have counts for

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Showing 2021 · math.PRShow all

8 papers · 2 filters

math.PR2021★ 1 cited

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…

math.PR2021

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…

math.PR2021

Limit theorems for linear random fields with innovations in the domain of attraction of a stable law

Magda Peligrad, Hailin Sang, Yimin Xiao +1

In this paper we study the convergence in distribution and the local limit theorem for the partial sums of linear random fields with i.i.d. innovations that have infinite second mo…

math.PR2021

Chung-type law of the iterated logarithm and exact moduli of continuity for a class of anisotropic Gaussian random fields

Cheuk Yin Lee, Yimin Xiao

We establish a Chung-type law of the iterated logarithm and the exact local and uniform moduli of continuity for a large class of anisotropic Gaussian random fields with a harmoniz…

math.PR2021

Linear Multifractional Stable Sheets in the Broad Sense: Existence and Joint Continuity of Local Times

Yujia Ding, Qidi Peng, Yimin Xiao

We introduce the notion of linear multifractional stable sheets in the broad sense (LMSS) with , to include both linear multifractional Brownian sheets () and linea…

math.PR2021

Lower functions and Chung's LILs of the generalized fractional Brownian motion

Ran Wang, Yimin Xiao

Let be a generalized fractional Brownian motion (GFBM) introduced by Pang and Taqqu (2019): $$ \big\{X(t)\big\}_{t\ge0}\overset{d}{=}\left\{ \int_{\mathbb R}…