Yimin Xiao

Professor

**Department of Statistics and Probability**

**Michigan State University**

**Contact Information**

E-mail: xiao@stt.msu.edu

Phone: (517)
432-5411

Fax:
(517) 432-1405

Mathematics ArXiv Campus Photos (I) Campus Photos (II) |
Teaching (Spring
Semester, 2014) STT441: Probability and Statistics I: Probability M. W. F. 12:40--1:30 p.m.; A318 Wells Hall STT441: Probability and Statistics I: Probability M. W. F. 3:00--3:40 p.m.; A132 Wells Hall
Research Interests Stochastic processes and random fields: Gaussian and stable random fields, self-similar processes, Levy processes, additive Levy processes and the fractional Levy fields.
Fractal geometry: Measure theory of random fractals, Hausdorff
and packing dimensions.
Seminars
Probability at Michigan State. Thursday, 3:00--3:50PM Colloquiua of Department of Statistics and
Probability. Tuesday, 10:20--11:10AM
Co-Editor in Chief, Statistics & Probability Letters, July, 2011 -- present.
Managing Editor, Journal of Fractal Geometry, July, 2013 -- present.
Survey Articles
[4]. Recent developments
on fractal properties of Gaussian random fields. In:
[3]. Properties of local nondeterminism of Gaussian and stable random fields and their
applications.
[2]. Additive Levy processes:
capacity and Hausdorff dimension. (with Davar Khoshnevisan)
[1]. Random fractals and
Markov processes. In: Preprints and Recent Publications
[53]. Excursion probability of Gaussian random fields on sphere.
(with Dan Cheng),
[52]. Weak existence of a solution to a differential equation driven by a very rough fBm.
(with Davar Khoshnevisan, Jason Swanson and Liang Zhang),
[51]. The mean Euler characteristic and
excursion probability of Gaussian random fields. (with Dan Cheng),
[50]. Brownian motion and thermal capacity.
(with Davar Khoshnevisan),
[49]. Exact moduli of continuity for operator scaling
Gaussian random fields.
(with Yuqiang Li and Wensheng Wang),
[48]. Generalized dimensions of images of
measures under Gaussian processes.
(with K.J. Falconer),
[47]. Discrete fractal dimensions of the ranges of random
walks in $\Z^d$ associate with random conductances. (with Xinghua
Zheng),
[45]. Tail estimation of the spectral density
under fixed-domain asymptotics.
(with Chae-Young Lim and Wei-Ying Wu),
[44]. Fractal
dimension for continuous time random walk limits. (with M. M.
Meerschaert and
[43]. Hitting probability and
packing dimensions of the random covering sets.
(with Bing Li and Narn-Rueih Shieh). In:
[42].
[40]. Packing dimension profiles and Levy
processes. (with D. Khoshnevisan
and R. Schiling),
[38]. $\alpha$-time
fractional Brownian motion: PDE connections and local times.
(with
[37].
[32]. [29]. Hausdorff and packing
dimensions of the images of random fields. (with
N.-R. Shieh), 41 (2009),
253--273 [23]. A packing
dimension theorem for Gaussian random fields. Statist. Probab. Letters 79 (2009), 88--97. [22]. Harmonic analysis of additive Levy processes. (with D. Khoshnevisan). Probab. Theory Rel. Fields, 145
(2009), 459--515. [The original publication is available at http://www.springerlink.com]
[21]. Sample path
properties of anisotropic Gaussian random fields. In: A Minicourse on Stochastic Partial Differential Equations,
(D. Khoshnevisan and F. Rassoul-Agha,
editors), Lecture Notes in Math. 1962, pp. 145--212, Springer, [20]. Linear fractional stable
sheets: wavelet expansion and sample path properties. (with A. Ayache
and F. Roueff). Stochastic Process. Appl. 119
(2009), 1168--1197.[19]. Packing
dimension profiles and fractional Brownian motion. (with D. Khoshnevisan). Math. Proc. Cambridge Philo. Soc. 145
(2008), 205--213. [18]. Local times of
multifractional Brownian sheets. (with
M. Meerschaert and D. Wu). Bernoulli
14(3) (2008), 865--898. [17]. Joint continuity of the local times of fractional Brownian sheets. (with Antoine Ayache and D. Wu). Ann. Inst. H. Poincare Probab. Statist. 44
(2008), 727--748. [16]. Large deviations for local
time fractional Brownian motion and applications. (with M. M.
Meerschaert and E. Nane).
J. Math. Anal. Appl. 346 (2008), 432--445. [The original
publication is available at www.elsevier.com/locate/jmaa]
[15]. Packing dimension
of the range of a Levy process. (with
D. Khoshnevisan). Proc. Amer. Math. Soc. 136
(2008), 2597--2607. [14]. Hausdorff dimension of the contours of symmetric additive Levy processes. (with D. Khoshnevisan and N.-R. Shieh). Probab. Th. Rel. Fields. 140
(2008), 169--193. [The original publication is available at www.springerlink.com.]
[13]. Sample path
properties of bifractional Brownian motion. (with Ciprian A.
Tudor). Bernoulli 13 (2007), 1023--1052.[12]. Joint continuity
of the local times of linear fractional stable sheets. (with A. Ayache and F. Roueff). C. R. Acad. Sci.Paris,
Ser. A. 344 (2007), 635--640. [11]. Local and asymptotic
properties of linear fractional stable sheets. (with A. Ayache
and F. Roueff). C. R.
Acad. Sci.Paris, Ser. A. 344 (2007),
389--394. [10]. On the minimax optimality of
block thresholded wavelet estimators with long memory data.
(with Linyuan Li) J.
Statist. Plann. Inference 137
(2007), 2850--2869. [9]. Mean integrated squared error of nonlinear wavelet-based estimators with long memory data. (with Linyuan Li) Ann. Inst. Statist. Math. 59 (2007), 299--324.
[8]. Geometric properties
of the images fractional Brownian sheets. (with D. Wu). J. Fourier
Anal. Appl. 13 (2007), 1--37. [The original publication is
available at www.springerlink.com ]
[7]. Images of the Brownian sheet. (with Davar Khoshnevisan) Trans. Amer. Math. Soc. 359
(2007), 3125--3151. [6]. Sectorial local
non-determinism and the geometry of the Brownian sheet. (with D. Khoshnevisan and D. Wu). Electron. J. Probab. 11
(2006), 817--843.[5]. Asymptotic properties and Hausdorff dimensions of fractional Brownian sheets. (with Antoine Ayache) J. Fourier Anal. Appl. 11 (2005), 407--439. [The original publication
is available at www.springerlink.com.] [4]. Levy processes: capacity and Hausdorff dimension. (with Davar Khoshnevisan) Ann. Probab.
33 (2005), 841--878. [3]. Packing measure of the trajectories of multiparameter fractional Brownian motion. Math. Proc. Cambridge Philo. Soc. 135
(2003), 349--375 [2]. Measuring the range of an additive Levy process. (with Davar Khoshnevisan and Yuquan Zhong) Ann. Probab.
31 (2003), 1097--1141. [1]. Level sets of additive Levy process. (with Davar Khoshnevisan) Ann.
Probab. 30 (2002), 62--100. More Publications Click
here Some
Related Conferences
[11]. The Tenth Workshop on Markov Processes and Related
Topics. Xi'an, China. August 14--18, 2014. |

Created by Yimin Xiao

Last modified on 02/06/2014