Grassland, as the primary vegetation on the Qinghai-Tibet Plateau, has been increasingly influenced by water availability due to climate change in last decades. Therefore, identifying the evolution of drought becomes crucial to the efficient management of grassland. However, it is not yet well understood as to the quantitative relationship between vegetation variations and drought at different ...

We study the behaviour of the families of hypersurfaces that are applied in 4] to estimate the Lojasiewicz exponent and the exponent of separation at innnity.

Let B = {Bα(t), t ∈ RN} be an (N, d)-fractional Brownian motion with Hurst index α ∈ (0, 1). By applying the strong local nondeterminism of B, we prove certain forms of uniform Hausdorff dimension results for the images of B when N > αd. Our results extend those of Kaufman [7] for one-dimensional Brownian motion. Running head: Dimensional Properties of Fractional Brownian Motion 2000 AMS Classi...

In this paper we apply Clark-Ocone formula to deduce an explicit integral representation for the renormalized self-intersection local time of the d-dimensional fractional Brownian motion with Hurst parameter H ∈ (0, 1). As a consequence, we derive the existence of some exponential moments for this random variable.

In this paper, a strong asymptotic estimate for the queue content distribution of a uid queue fed by a Fractional Brownian input with Hurst parameter H 2 1=2; 11 is studied. By applying general results on suprema of centered Gaussian processes, in particular, we show that P(V 0 > x) L x e ? 2 x 2(1?H) =2 for large x. Explicit formulae for constants , and L are given in terms of H and system par...

This paper introduces a model to study the phenomenon of long range dependence. This model consists of an infinite superposition of independent Markovian ON/OFF– sources. A condition for assuring long range dependence is given and the Hurst parameter together with the correlation decay is derived for a specific example. We also give a physical interpretation of the existing long range dependenc...

The cumulant analysis plays an important role in non Gaussian distributed data analysis. The shares’ prices returns are good example of such data. The purpose of this research is to develop the cumulant based algorithm and use it to determine eigenvectors that represent investment portfolios with low variability. Such algorithm is based on the Alternating Least Square method and involves the si...

We prove a central limit theorem for an additive functional of the d-dimensional fractional Brownian motion with Hurst index H ∈ ( 1 d+2 , 1 d ), using the method of moments, extending the result by Papanicolaou, Stroock and Varadhan in the case of the standard Brownian motion.

Long range dependence induced by heavy tails is a widely reported feature of internet traffic. Long range dependence can be defined as the regular variation of the variance of the integrated process, and half the index of regular variation is then refered to as the Hurst index. The infinite source Poisson process (a particular case of which is the M/G/∞ queue) is a simple and popular model with...

The paper deals with a degenerate and singular parabolic equation with nonlinear boundary condition. We first get the behavior of the solution at infinity, and establish the critical global existence exponent and critical Fujita exponent for the fast diffusive equation, furthermore give the blow-up set and upper bound of the blow-up rate for the nonglobal solutions.