Publications

71. Correlated continuous time random walks. (with M. M. Meerschaert and E. Nane). Submitted, 2008.

70. Properties of strong local nondeterminism and local times of stable random fields. Submitted, 2008.

69. On block thresholding in wavelet regression with long memory correlated noise. (with Linyuan Li).
Submitted, 2008.

68. Linyuan Li, Juan Liu and Y. Xiao, On wavelet regression with long memory infinite moving average errors.
Under revision, 2008.

67. A packing dimension theorem for Gaussian random fields. To appear in Statist. Probab. Letters.

66. Continuity with respect to the Hurst index of the local times of anisotropic Gaussian random fields..
(with D. Wu). To appear in Stochastic Process. Appl.

65. Hitting probabilities and the Hausdorff dimension of the inverse images of anisotropic Gaussian
random fields. (with H. Bierme and C. Lacaux ). To appear in London Math. Soc.

64. Harmonic analysis of additive Levy processes. (with D. Khoshnevisan). Probab. Theory Rel. Fields,
2008. [The original publication is available at http://www.springerlink.com]

63. Sample path properties of anisotropic Gaussian random fields. To appear in: A Minicourse on
Stochastic Partial Differential Equations, (D. Khoshnevisan and F. Rassoul-Agha, editors), Springer, New York.

62. A. Ayache, F. Roueff and Y. Xiao, Linear fractional stable sheets: wavelet expansion and sample path
properties. To appear in Stochastic Process. Appl.

61. D. Khoshnevisan and Y. Xiao Packing dimension profiles and fractional Brownian motion. To appear in Math.
Proc. Cambridge Philo. Soc.

60. 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.]

59. Packing dimension of the range of a Levy process. (with D. Khoshnevisan). Proc. Amer. Math. Soc. 136 (2008),
2597--2607.

58. 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]

57. Local times of multifractional Brownian sheets. (with M. Meerschaert and D. Wu). Bernoulli 14(3) (2008), 865--898.

56. A. Ayache, D. Wu and Y. Xiao, Joint continuity of the local times of fractional Brownian sheets.
Ann. Inst. H. Poincare Probab. Statist. 44 (2008), 727--748.

55. Ciprian A. Tudor and Y. Xiao, Sample path properties of bifractional Brownian motion. Bernoulli 14 (2007), 1023--1052.

54. Y. Xiao, Strong local nondeterminism of Gaussian random fields and its applications. Asymptotic Theory in
Probability and Statistics with Applications (T.-L. Lai, Q.-M. Shao and L. Qian, eds), pp. 136--176, Higher Education
Press, Beijing, 2007.

53. A. Ayache, F. Roueff and Y. Xiao, Joint continuity of the local times of linear fractional stable sheets. C. R. Acad. Sci.
Paris, Ser. A. 344 (2007), 635--640.

52. A. Ayache, F. Roueff and Y. Xiao, Local and asymptotic properties of linear fractional stable sheets. C. R. Acad. Sci.
Paris, Ser. A. 344 (2007), 389--394.

51. Linyuan Li and Y. Xiao, On the minimax optimality of block thresholded wavelet estimators with long memory data.
J. Statist. Plann. Inference 137 (2007), 2850--2869.

50. D. Gilliland, S. Levental and Y. Xiao, A note on absorption probabilities in one-dimensional random walk via
complex-valued martingales. Statist. Probab. Lett. 77 (2007), 1098–1105.

49. D. Wu and Y. Xiao, Dimensional properties of fractional Brownian motion. Acta Mathematica Sinica 23 (2007), 613--622.

48. Linyuan Li and Y. Xiao, Mean integrated squared error of nonlinear wavelet-based estimators with long memory data.
Ann. Inst. Statist. Math. 59 (2007), 299--324.

47. D. Khoshnevisan and Y. Xiao, Images of the Brownian sheet. Trans. Amer. Math. Soc. 359 (2007), 3125--3151.

46. D. Wu and Y. Xiao, Geometric properties of the images fractional Brownian sheets. J. Fourier Anal. Appl. 13 (2007),
1--37. [The original publication is available at www.springerlink.com.]

45. X. Ding and Y. Xiao, Natural boundary of random series. Ukrainian Math. Journal. 58 (2006), 1129-1138.

44. D. Wu and Y. Xiao, Fractal properties of random string processes. IMS Lecture Notes-Monograph Series--High
Dimensional Probability. 51 (2006), 128--147.

43. N.-R. Shieh and Y.Xiao, Images of Gaussian random fields: Salem sets and interior points. Studia Math. 176 (2006),
37--60.

42. D. Khoshnevisan, D. Wu and Y. Xiao, Sectorial local non-determinism and the geometry of the Brownian sheet.
Electron. J. Probab. 11 (2006), 817--843.

41. Linyuan Li and Y. Xiao, Wavelet-based estimators of mean regression function with long memory data.
Appl. Math. Mech. (English Ed.) 27 (2006), 901--910.

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

39. A. Ayache and Y. Xiao, Asymptotic growth properties and Hausdorff dimension of fractional Brownian sheets.
J. Fourier Anal. Appl. 11 (2005), 407--439.

38. D. Khoshnevisan and Y. Xiao, Levy processes: capacity and Hausdorff dimension. Ann. Probab. 33 (2005), 841-878.

37. M. Meerschaert and Y. Xiao, Dimension results for the sample paths of operator stable processes. Stochastic Process.
Appl. 115 (2005), 55--75.

36. D. Khoshnevisan and Y. Xiao, Additive Levy processes: capacity and Hausdorff dimension. In: Proc. of Inter. Conf.
on Fractal Geometry and Stochastics III., Progress in Probability, 57, pp. 151--170, 2004.

35. Y. Xiao, 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.

34. Y. Xiao, The packing measure of the trajectories of multiparameter fractional Brownian motion. Math. Proc. Camb.
Philo. Soc. 135 (2003), 349--375.

33. D. Khoshnevisan, Y. Xiao and Y. Zhong, Local times of additive L´evy processes. Stoch. Proc. Appl. 104 (2003),
193--216.

32. D. Khoshnevisan, Y. Xiao and Y. Zhong, Measuring the range of an additive L´evy process. Ann. Probab.
31 (2003), 1097--1141.

31. D. Khoshnevisan and Y. Xiao, Weak unimodality of finite measures, and an application to potential theory of
additive L´evy processes. Proc. Amer. Math. Soc. 131 (2003), 2611--2616.

30. Y. Xiao and Tusheng Zhang, Local times of fractional Brownian sheet. Probab. Theory Related Fields 24 (2002), 204--226.

29. D. Khoshnevisan and Y. Xiao, Level sets of additive L´evy process. Ann. Probab. 30 (2002), 62--100.

28. Jun Wu and Y. Xiao, The exact Hausdorff measure of the graph of Brownian motion on the Sierpinski gasket. Acta Sci.
Math. (Szeged) 68:3-4 (2002), 849--871.

27. David J. Mason and Y. Xiao, Sample path properties of operator self-similar Gaussian random fields. Teor. Veroyatnost.
i. Primenen. 46 (2001), 94–116. or Th. Probab. Appl. 46 (2002), 58–78.

26. D. Khoshnevisan and Y. Xiao, Level sets of additive random walks. High Dimensional Probability (Seattle, 1999),
(E. Gin´e, D. M. Mason and J. A. Wellner, eds), pp. 327–343. Progr. in Probab., Birkhauser, 2000.

25. D. Khoshnevisan, Y. Peres and Y. Xiao, Limsup random fractals. Electronic J. Probab. 5 No.4, (2000), 1–24.

24. Y. Xiao, Hitting probabilities and polar sets for fractional Brownian motion. Stochastics and Stochastics Reports
66 (1999), 121–151.

23. Y. Xiao, Hausdorff dimension of the level sets of stable processes in random scenery. Acta Sci. Math. (Szeged)
65 (1999), 373–383.

22. Y. Xiao, Local time and related properties of multi-dimensional iterated Brownian motion. J. Theoret. Probab.
11 (1998), 383–408.

21. Y. Xiao, Hausdorff-type measures of the sample paths of fractional Brownian motion. Stoch. Process. Appl. 74
(1998), 251–272.

20. Y. Xiao, Asymptotic results for self-similar Markov processes. In: Asymptotic Methods in Probability and Statistics
(ICAMPS’97) (B. Szyszkowicz, Editor), pp. 323–340, Elsevier Science, 1998.

19. Luqin Liu and Y. Xiao, Hausdorff dimension theorems for self-similar Markov processes. Probab. Math. Statist. 18
(1998), 369–383.

18. Y. Xiao, Packing dimension of the image of fractional Brownian motion. Statist. Probab. Lett. 33 (1997), 379–387.

17. Y. Xiao, Weak variation of Gaussian processes. J. Theoret. Probab. 10 (1997), 849–866.

16. Y. Xiao, H¨older conditions for the local times and the Hausdorff measure of the level sets of Gaussian random fields.
Probab. Theory Related Fields 109 (1997), 129–157.

15. Y. Xiao, Hausdorff measure of the graph of fractional Brownian motion. Math. Proc. Camb. Philo. Soc. 122 (1997),
565–576.

14. Y. Xiao, Fractal measures of the sets associated to Gaussian random fields. In: Trends in Probability and
Related Analysis: Proceedings of the Symposium on Analysis and Probability 1996 (N. Kˆono and N-R. Shieh, Eds),
pp. 311–324, World Scientific, 1997.

13. M. Talagrand and Y. Xiao, Fractional Brownian motion and packing dimension. J. Theoret. Probab. 9 (1996),
579–593.

12. Y. Xiao, Packing measure of the sample paths of fractional Brownian motion. Trans. Amer. Math. Soc. 348 (1996),
3193–3213.

11. Y. Xiao, Packing dimension, Hausdorff dimension and Cartesian product sets. Math. Proc. Camb. Phil. Soc.
120 (1996), 535–546.

10. Y. Xiao, Hausdorff measure of the sample paths of Gaussian random fields. Osaka J. Math. 33 (1996), 895–913.

9. Luqin Liu and Y. Xiao, Results on the packing dimension of a class of L´evy processes and self-similar Markov processes.
Chinese Ann. Math. Ser. A 17 (1996), 389–396.

8. K. J. Falconer and Y. Xiao, Average densities of the image and zero set of stable processes. Stoch. Process. Appl .
55 (1995), 271–283.

7. Y. Xiao, Dimension results for Gaussian vector fields and index-alpha stable fields. Ann. Probab. 23 (1995), 273–291.

6. Jun Wu and Y. Xiao, Some geometric properties of Brownian motion on Sierpinski Gasket. Chinese Ann. Math.
16B (1995), 191–202.

5. Yuquan Zhong and Y. Xiao, Self-intersection local times and multiple points of the stable sheet. Acta Math. Sci. (Chinese)
15 (1995), 141–152.

4. Dihe Hu, Luqin Liu, Jun Wu, Yimin Xiao and Xingqiu Zhao, Random fractals. Adv. in Math.(China) 24 (1995), 193–214.

3. Y. Xiao, Multiple points of Ornstein-Uhlenbeck processes of two parameters. Chinese Ann. Math. 16A (1995), 8–15.

2. Y. Xiao and Hounan Lin, Dimension properties of the sample paths of self- similar processes. Acta Math. Sinica N. S.
10 (1994), 289–300.

1. Y. Xiao, Uniform packing dimension results for fractional Brownian motion. In: Probability and Statistics -- Rencontres
Franco-Chinoises en Probabilit´es et Statistiques. (A. Badrikian, P. A. Meyer and J. A.Yan, eds.) pp. 211–219, World
Scientific, 1993.