On the favorite points of symmetric Lévy processes

B Li, Y Xiao, X Yang - Journal of Theoretical Probability, 2019 - Springer
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 …

Location of the path supremum for self-similar processes with stationary increments

Y Shen - 2018 - projecteuclid.org
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 …

A Noether theorem for random locations

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 …

[HTML][HTML] Random locations of periodic stationary processes

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 …

[PDF][PDF] Noether theorem for random locations

J Shen - Ann Arbor, 2018 - homepages.uc.edu
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 …

[PDF][PDF] Gaussian fluctuations for the classical XY model........... CM Newman and W. Wu 1759–1777 Continuum percolation in high dimensions............ J.-B. Gouéré and …

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 …

Compatibility Problems of Probability Measures for Stochastic Processes

J Shen - 2018 - uwspace.uwaterloo.ca
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 …

[PDF][PDF] On the favorite points of symmetric Lévy processes

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 …