Yimin Xiao

Professor

**Department of Statistics and Probability**

**Michigan State University**

**Contact Information**

E-mail: xiao@stt.msu.edu

Phone: (517) 432-7097

Fax: (517) 432-1405

Mathematics ArXiv Campus Photos (I) Campus Photos (II) |
Fractal
geometry: Measure theory of random fractals, Hausdorff
and packing dimensions.
Colloquiua of Department of Statistics and
Probability. Tuesday, 10:20--11:10AM Probability at Michigan State.
Thursday, 3:00--3:50PM
Co-Editor in Chief, Statistics & Probability Letters, July, 2011 -- present. Managing Editor, Journal of Fractal Geometry, July, 2013 -- present. Associate
Editor, Science
China: Mathematics, January, 2015 -- present.
[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:
[60]. Polarity of points for Gaussian random
fields. (with R. Dalang and C. Mueller), [59]. Tail asymptotics of extremes for
bivariate Gaussian random fields. (with Y. Zhou), [58]. Intermittency and multifractality: A
case study via parabolic stochastic PDEs. (with D. Khoshnevisan and K.
Kim), [57]. Sample paths of the solution to the
fractional-colored stochastic heat equation. (with C. Tudor), [56]. On the double points of operator
stable Lévy processes. (with T. Luks), [55]. Weak existence of a solution to a
differential equation driven by a very rough fBm. (with D. Khoshnevisan,
J. Swanson and L. Zhang), [54]. Harmonizable fractional
stable fields: local nondeterminism and joint continuity of the local times.
(with A. Ayache), [53]. The mean Euler characteristic and
excursion probability of Gaussian random fields. (with D. Cheng), [52]. Excursion probability of Gaussian
random fields on sphere. (with D. Cheng), [51].Smoothness of local times and
self-intersection local times of Gaussian random fields. (with Z. Chen
and D. Wu), [50]. Exact moduli of continuity for
operator scaling Gaussian random fields. (with Yuqiang Li and Wensheng Wang), [49]. Brownian motion and thermal capacity.
(with D. Khoshnevisan), [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
[18]. Workshop on Applied Probability and
Computational Methods in Applied Sciences. Fudan University, Shanghai,
China. November 2--3, 2015. |

Created by Yimin Xiao

Last modified on 08/20/2015