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. A point process is constructed …
S Luo, J Shen, Y Shen - arXiv preprint arXiv:1811.03490, 2018 - arxiv.org
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 …
J Shen, Y Shen, R Wang - Stochastic Processes and their Applications, 2019 - Elsevier
We consider a family of random locations, called intrinsic location functionals, of periodic stationary processes. This family includes but is not limited to the location of the path …
Noether theorem for random locations Page 1 Previous results Basic Setting Main results References Noether theorem for random locations Jie Shen (Joint work with Shunlong Luo, Yi …
E Candellero, A Teixeira - ANNALES DE L'INSTITUT HENRI POINCARÉ …, 2018 - imstat.org
We study the classical XY model in bounded domains of Zd with Dirichlet boundary conditions. We prove that when the temperature goes to zero faster than a certain rate as the …
In this thesis, we address three topics in the area of compatibility for probability measures. By" compatibility", we mean the problems concerning the existence of random …
Y Xiao, X Yang - arXiv preprint arXiv:1711.04210, 2017 - researchgate.net
This paper is concerned with asymptotic behavior (at zero and at infinity) of the favorite points of Lévy processes. By exploring Molchan's idea for deriving lower tail probabilities of …