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 |
Research Interests 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: 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. Preprints and Recent Publications [60]. Polarity of points for Gaussian random
fields. (with R. Dalang and C. Mueller), Submitted, 2015. [59]. Tail asymptotics of extremes for
bivariate Gaussian random fields. (with Y. Zhou), Submitted, 2015. [58]. Intermittency and multifractality: A
case study via parabolic stochastic PDEs. (with D. Khoshnevisan and K.
Kim), Submitted, 2015. [57]. Sample paths of the solution to the
fractional-colored stochastic heat equation. (with C. Tudor), Submitted, 2015. [56]. On the double points of operator
stable Lévy processes. (with T. Luks), J. Theoret. Probab., to appear. [55]. Weak existence of a solution to a
differential equation driven by a very rough fBm. (with D. Khoshnevisan,
J. Swanson and L. Zhang), Submitted.
2014. [54]. Harmonizable fractional
stable fields: local nondeterminism and joint continuity of the local times.
(with A. Ayache), Stoch. Process. Appl.,
to appear. [53]. The mean Euler characteristic and
excursion probability of Gaussian random fields. (with D. Cheng), Ann. Appl. Probab., to appear. [52]. Excursion probability of Gaussian
random fields on sphere. (with D. Cheng), Bernoulli, to appear. [51].Smoothness of local times and
self-intersection local times of Gaussian random fields. (with Z. Chen
and D. Wu), Frontiers Math. China 10 (2015), 777--805. [50]. Exact moduli of continuity for
operator scaling Gaussian random fields. (with Yuqiang Li and Wensheng Wang), Bernoulli 21 (2015), 930--956. [49]. Brownian motion and thermal capacity.
(with D. Khoshnevisan), Ann. Probab. 45 (2015), 405--434. [48]. Generalized
dimensions of images of measures under Gaussian processes. (with K.J. Falconer), Adv.
Math. 252 (2014), 492--517. [47]. Discrete fractal dimensions of the
ranges of random walks in $\Z^d$ associate with random conductances. (with Xinghua Zheng), Probab. Th. Rel. Fields 156 (2013), 1--26.
[45]. 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. [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: Applications of Fractals and Dynamical
Systems in Science and Economics, (David Carfi, Michel L. Lapidus, Erin
P. J. Pearse, and Machiel van Frankenhuijsen, editors), American Mathematical
Society, 2013. [42]. 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. [40]. Packing dimension profiles and Levy
processes. (with D. Khoshnevisan
and R. Schiling), Bull. London Math. Soc. 44
(2012), 931--943.
[38]. $\alpha$-time
fractional Brownian motion: PDE connections and local times.
(with [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 [32]. Packing
dimension results for anisotropic Gaussian random fields. (with A. Estrade and D. Wu), Comm. Stoch.
Anal. 5 (2011), 41--64. [29]. Hausdorff and packing
dimensions of the images of random fields. (with
N.-R. Shieh), Bernoulli 16 (2010), 926--952. |
Created by Yimin Xiao
Last modified on 02/06/2018