arXiv subjects
Publications and source records attributed to Minhao Hong.
In this article, the small ball probability is obtained for the collision local time of two independent symmetric $\alpha-$stable processes with parameters $\alpha_1,\alpha_2\in(0,2]$ satisfying $\max\{\alpha_1,\alpha_2\}>1$. The proof is based on obtaining the asymptotic behavior of moment generating function by contour integration.
In this article, for some $d-$dimensional Gaussian processes \[X=\big\{X_t=(X^1_t,\cdots,X^d_t):t\ge0\big\},\] whose components are i.i.d. $1-$dimensional self-similar Gaussian process with Hurst index $H\in(0,1)$, we consider the asymptotic behavior of approximation of its $\boldsymbol{k}-$th derivatives of local time under certain mild conditions, where $\boldsymbol{k}=(k_1,\cdots,k_d)$ and $k_\ell$'s are non-negative real numbers. We will give a derivative version of the limit theorems for functional of Gaussian processes and use this result to get the asymptotic behaviors.
In this article, we consider fractional derivatives of local time for $d-$dimensional centered Gaussian processes satisfying certain strong local nondeterminism property. We first give a condition for existence of fractional derivatives of the local time defined by Marchaud derivatives in $L^p(p\ge1)$ and show that these derivatives are H\"older continuous with respect to both time and space variables and are also continuous with respect to the order of derivatives. Moreover, under some additional assumptions, we show that this condition is also necessary for existence of derivatives of the local time with the help of contour integration.
Under certain mild conditions, limit theorems for additive functionals of some $d$-dimensional self-similar Gaussian processes are obtained. These limit theorems work for general Gaussian processes including fractional Brownian motions, sub-fractional Brownian motions and bi-fractional Brownian motions. To prove these results, we use the method of moments and an enhanced chaining argument. The Gaussian processes under consideration are required to satisfy certain strong local nondeterminism property. A tractable sufficient condition for the strong local nondeterminism property is given and it only relays on the covariance functions of the Gaussian processes. Moreover, we give a sufficient condition for the distribution function of a random vector to be determined by its moments.
In this paper, we prove two limit laws for functionals of self-intersection symmetric alpha-stable processes with alpha\in(1,2). The results are obtained based on the method of moments, the sample configuration and the chaining argument introduced in (Nualart and Xu 2013) are employed.
Given a $(2,d)$-Gaussian field \[ Z=\big\{ Z(t,s)= X^{H_1}_t -\tilde{X}^{H_2}_s, s,t \ge 0\big\}, \] where $X^{H_1}$ and $\tilde{X}^{H_2}$ are independent $d$-dimensional centered Gaussian processes satisfying certain properties, we will give the necessary condition for existence of derivatives of the local time of $Z$.
In this article, we consider derivatives of local time for a $(2,d)$-Gaussian field \[ Z=\big\{ Z(t,s)= X^{H_1}_t -\widetilde{X}^{H_2}_s, s,t \ge 0\big\}, \] where $X^{H_1}$ and $\widetilde{X}^{H_2}$ are two independent processes from a class of $d$-dimensional centered Gaussian processes satisfying certain local nondeterminism property. We first give a condition for existence of derivatives of the local time. Then, under this condition, we show that derivatives of the local time are H\"{o}lder continuous in both time and space variables. Moreover, under some additional assumptions, we show that this condition is also necessary for existence of derivatives of the local time at the origin.