Principal Lecturer: Davar Khoshnevisan

Probability at Michigan State. Thursday, 3:00--3:50PM

Colloquiua of Department of Statistics and Probability. Tuesday, 10:20--11:10AM

Editorial Service

Co-Editor in Chief, Statistics & Probability Letters, July, 2011 -- present.

[4]. Recent developments on fractal properties of Gaussian random fields.  In: Further Developments in Fractals and Related Fields. (Julien Barral and Stephane Seuret, editors) pp. 255--288, Springer, New York, 2013.

[3]. Properties of local nondeterminism of Gaussian and stable random fields and their applications.  Ann. Fac. Sci. Toulouse Math. XV (2006), 157--193.

[2]. Additive Levy processes: capacity and Hausdorff dimension. (with Davar Khoshnevisan)  Proc. of Inter. Conf. on Fractal Geometry and Stochastics III., Progress in Probability, 57, pp. 151--170, Birkhauser, 2004.

[1]. Random fractals and Markov processes. In: Fractal Geometry and Applications: A Jubilee of Benoit Mandelbrot, (Michel L. Lapidus and Machiel van Frankenhuijsen, editors), pp. 261--338, American Mathematical Society, 2004.

[49]. The mean Euler characteristic and excursion probability of Gaussian random fields. (with Dan Cheng), Submitted, 2012.

[48]. A class of fractional Brownian fields from branching systems and their regularity properties. (with Yuqiang Li), Submitted, 2012.

[47]. Generalized dimensions of images of measures under Gaussian processes. (with K.J. Falconer), Submitted, 2012.

[46]. Brownian motion and thermal capacity. (with Davar Khoshnevisan), Submitted. 2012.

[45]. Fractal dimension for continuous time random walk limits.  (with M. M. Meerschaert and E. Nane), Statist. Probab. Letters, to appear.

[44]. Tail estimation of the spectral density under fixed-domain asymptotics. (with Chae-Young Lim and Wei-Ying Wu), J. Multivar. Anal. 116 (2013), 74--91.

[43]. Fernique-type inequalities and moduli of continuity of anisotropic Gaussian random fields. (with M.M. Meerschaert and Wensheng Wang), Trans. Amer. Math. Soc. 365 (2013), 1081--1107.

[42]. On intersections of independent anisotropic Gaussian random fields. (with Zhenlong Chen), Sci. China Math. 55 (2012), 2217--2232.

[41]. Packing dimension profiles and Levy processes. (with D. Khoshnevisan and R. Schiling), Bull. London Math. Soc. 44 (2012), 931--943.

[40]. Discrete fractal dimensions of the ranges of random walks in $\Z^d$ associate with random conductances. (with Xinghua Zheng), appeared online in Probab. Th. Rel. Fields, 2012.

[39]. Occupation time fluctuations of weakly degenerated branching systems.  (with Yuqiang Li), J. Theoret. Probab, 25 (2012), 1119--1152.

[38]. $\alpha$-time fractional Brownian motion: PDE connections and local times. (with E. Nane and D. Wu), Esaim: Probab.& Stat. 16 (2012), 1--24.

[37]. Critical Brownian sheet does not have double points. (with R. C. Dalang, D. Khoshnevisan, E. Nualart and D. Wu), Ann. Probab. 40 (2012), 1829--1859

[36]. Spectral conditions for strong local nondeterminism and exact Hausdorff measure of ranges of Gaussian random fields. (with N. Luan), J. Fourier Anal. Appl. 18 (2012), 118--145.

[35].  Multiparameter multifractional Brownian motion: local nondeterminism and joint continuity of the local times. (with A. Ayache and N.-R. Shieh), Ann. Inst. H. Poincare Probab. Statist. 47 (2011), 1029--1054.

[34]. Multivariate operator-self-similar random fields. (with Yuqiang Li), Stoch. Process. Appl. 121 (2011), 1178--1200.

[33]. Fractal and smoothness properties of anisotropic Gaussian models. (with Yun Xue), Frontiers Math. 6 (2011), 1217--1246.

[32]. Packing dimension results for anisotropic Gaussian random fields. (with A. Estrade and D. Wu), Comm. Stoch. Anal.  5 (2011), 41--64.

[31]. On local times of anisotropic Gaussian random fields. (with D. Wu), Comm. Stoch. Anal. 5 (2011), 15--39.

[30]. Properties of strong local nondeterminism and local times of stable random fields. Seminar on Stochastic Analysis, Random Fields and Applications VI.  pp. 279--310. Progr. Probab., 63, Birkh\"auser, Basel , 2011.

[29]. Hausdorff and packing dimensions of the images of random fields. (with N.-R. Shieh), Bernoulli 16 (2010), 926--952.

[28]. Regularity of intersection local times of fractional Brownian motions. (with D. Wu). J. Theoret. Probab. 23 (2010), 972--1001.

[27]. On uniform modulus of continuity of random fields. Monatsh. Math. 159 (2010), 163--184.

[26]. Correlated continuous time random walks. (with M. M. Meerschaert and E. Nane). Statist. Probab. Letters 79 (2009), 1194--1202.

[25]. Continuity with respect to the Hurst index of the local times of anisotropic Gaussian random fields. (with D. Wu). Stochastic Process. Appl. 119 (2009), 1823--1844.

[24]. Hitting probabilities and the Hausdorff dimension of the inverse images of anisotropic Gaussian random fields. (with H. Bierme  and C. Lacaux ). Bull. London Math. Soc. 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, New York , 2009.

[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

[38]. The 2013 Joint Statistical Meetings. Montreal, Canada. August 3--8, 2013.

[37]. The 36th Conference on Stochastic Processes and Their Applications. Boulder, Colorado. July 29--August 3, 2013.

[36]. The 7th Conference on Lévy Processes. The Stefan Banach Center, Poland. July 15--19, 2013.

[35]. The 8th Conference on Extreme Value Analysis. Fudan University, China. July 8--12, 2013.

[34]. The Ninth Workshop on Markov Processes and Related Topics. Sichuan, China. July 6--10, 2013.

[33]. The Fourth IMS-China International Conference on Statistics and Probability. Chengdu, China. June 30--July 4, 2013.

[32]. The 17th Workshop on Stochastic Geometry, Stereology and Image Analysis. Torun, Poland. June 11--15, 2013.

[31]. Seminar on Stochastic Processes. Duke University. March 15--16, 2013.

[30]. International Conference on Advances on Fractals and Related Topics. The Chinese University of Hong Kong, December 10--14, 2012.

[29]. Workshop on Random Dynamical Systems. IMA at the University of Minnesota, October 22--26, 2012.

[28]. Thirty-fourth Midwest Probability Colloquium. Northwestern University, October 11--13, 2012.

[27]. NSF/CBMS Regional Research Conference in the Mathematical Sciences. University of Alabama in Huntsville, June 4--8, 2012.

[26]. Workshop on Stochastic Analysis and Applications. Centre Interfacultaire Bernoulli, Switzerland. June 4--8, 2012.

[25]. Long-Range Dependence, Self-Similarity and Heavy Tails: International Conference in Honor of Professor Murad S. Taqqu. Research Triangle Park, North Carolina. April 19--22, 2012.

[24]. Stochastic Analysis and Stochastic Partial Differential Equations. Banff International Research Station for Mathematical Innovation and Discovery, Canada. April 1--6, 2012.

[23]. Seminar on Stochastic Processes 2012. University of Kansas, March 22-24, 2012.

[22]. Thirty-third Midwest Probability Colloquium, Northwestern University on October 22-24, 2012.

[21]. IMS-China International Conference on Statistics and Probability, July 8-11, 2011, Xi'An, China .

[20]. Stochastic Analysis and Its Applications in Finance. An International Conference in Honor of the 70^th Birthday of Professor Jiaan Yan. July 4-6, Academy of Sciences, Beijing, China.

[19]. Fractals and Related Fields, II, Porquerolles Island, France

[18]. Self-similarity and Stochastic Analysis, Le Touquet, France, June 6--11, 2011.

[17]. Stochastic Analysis, Random Fields, and Applications Ascona, May 23--27, 2011.

[16]. Seminar on Stochastic Processes 2011. University of California, Irvine, March 24-26, 2011.

[15].Frontier Probability DaysSalt Lake City, March 10Frontier Probability Days Salt Lake City, March 10--12, 2011.

[14].The 6th International Conference on Levy Processes and Applications.
Satellite Summer School on Levy Processes. Braunschweig, July 22--24, 2010.

[13]. The Seventh Workshop on Markov Processes and Related Topics. Beijing Normal University, Beijing, China, July 19--23, 2010,

[12]. International Conference in Probability and Statistics in honor of P.L. Hsu 100th Birthday. Peking University, Beijing, China, July 5--7, 2010.

[11]. The 33rd Conference on Stochastic Processes and Their Applications.Berlin, Germany, July 27--31, 2009.

[10]. International Conference on Self-Similarity of Stochastic Processes and Its Applications. Angers, France, July 20--24, 2009.

[9]. The Third International Conference on Stochastic Analysis and Its Applications. Beijing Institute of Technology, Beijing, China, July 13--17, 2009.

[8]. IMS-China International Conference on Statistics and Probability. Weihai, China, July 3--6, 2009

[7]. The First IMS Asia Pacific Rim Meeting. Seoul, Korea, June 28--July 1, 2009.

[6]. Spring School on Random Differential Equations and Gaussian Fields. Chateau de Mons, France, June 15--19, 2009.

[5]. The Second Midwest Statistics Research Colloquium University of Chicago, March 27--28, 2009.

[4]. The 15th Workshop on Stochastic Geometry, Stereology and Image Analysis. Heinrich-Fabri-Institute in Blaubeuren, Germany, March 22--27, 2009.

[3]. The Workshop on Infinitely Divisible Processes. CIMAT, Guanajuato, Mexico, March 15--21, 2009.

[2]. The Workshop on Random Fields and Stochastic Geometry. The Banff International Research Station for Mathematical Innovation and Discovery (BIRS), Canada, February 22--27, 2009.

[1]. The Workshop on Models and Images of Random Media. Paris, January 12--16, 2009.