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Zuopeng Fu

Publications and source records attributed to Zuopeng Fu.

2 recordsLinked to original sources
arXiv2020

Simulations for Karlin random fields

We investigate the simulation methods for a large family of stable random fields that appeared in the recent literature, known as the Karlin stable set-indexed processes. We exploit a new representation and implement the procedure introduced by Asmussen and Rosinski (2001) by first decomposing the random fields into large-jump and small-jump parts, and simulating each part separately. As special cases, simulations for several manifold-indexed processes are considered, and adjustments are introduced accordingly in order to improve the computational efficiency.

math.PR↗
arXiv2019

Stable processes with stationary increments parameterized by metric spaces

A new family of stable processes indexed by metric spaces with stationary increments are introduced. They are special cases of a new family of set-indexed stable processes with Chentsov representation. At the heart of the representation, a result on the so-called measure definite kernels is of independent interest. A limit theorem for set-indexed processes is also established.

math.PR↗