Xiaofei Zheng

Xiaofei Zheng
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Xiaofei Zheng
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Mathematics - Probability (2)

Publications Authored By Xiaofei Zheng

We investigate the connection between conditional local limit theorems and the local time of integer-valued stationary processes. We show that a conditional local limit theorem (at 0) implies the convergence of local times to Mittag-Leffler distributions, both in the weak topology of distributions and a.s. Read More

We prove a conditional local limit theorem for discrete-time fractional Brownian motions (dfBm) with Hurst parameter 3/4Read More