Zobrazeno 1 - 10
of 48
pro vyhledávání: '"Yizao Wang"'
Autor:
Bryc, Włodzimierz1 wlodzimierz.bryc@uc.edu, Yizao Wang1 yizao.wang@uc.edu
Publikováno v:
ALEA. Latin American Journal of Probability & Mathematical Statistics. 2024, Vol. 21 Issue 1, p73-94. 22p.
Publikováno v:
ALEA. Latin American Journal of Probability & Mathematical Statistics. 2023, Vol. 20 Issue 2, p1187-1210. 24p.
Autor:
Zuopeng Fu1 fuzg@mail.uc.edu, Yizao Wang1 yizao.wang@uc.edu
Publikováno v:
ALEA. Latin American Journal of Probability & Mathematical Statistics. 2021, Vol. 18, p167-192. 26p.
Autor:
Stilian Stoev, Yizao Wang
Publikováno v:
Statistics & Probability Letters. 146:50-56
The hitting partitions are random partitions that arise from the investigation of so-called hitting scenarios of max-infinitely-divisible (max-i.d.)~distributions. We study a class of max-i.d.~laws with exchangeable hitting partitions obtained by siz
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::236cf1c1bfddeb2836e1b8156816649f
https://doi.org/10.1016/j.spl.2018.11.008
https://doi.org/10.1016/j.spl.2018.11.008
We provide a probabilistic description of the stationary measures for the open KPZ on the spatial interval $[0,1]$ in terms of a Markov process $Y$, which is a Doob's $h$ transform of the Brownian motion killed at an exponential rate. Our work builds
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::af0541ced6e439db275866c40280dd4e
http://arxiv.org/abs/2105.03946
http://arxiv.org/abs/2105.03946
Autor:
Yizao Wang, Zuopeng Fu
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 Asmus
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::849fbf67afb845fcfa3da067e76a9837
http://arxiv.org/abs/2003.10790
http://arxiv.org/abs/2003.10790
Autor:
Yi Shen, Yizao Wang
Publikováno v:
Bernoulli 26, no. 1 (2020), 500-530
We propose an aggregated random-field model, and investigate the scaling limits of the aggregated partial-sum random fields. In our model, each copy of the random field in the aggregation is built from two correlated one-dimensional random walks, eac
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::2b7a45f538e492848c354c7ca0daefda
https://projecteuclid.org/euclid.bj/1574758836
https://projecteuclid.org/euclid.bj/1574758836
Autor:
Yizao Wang
A variation of Choquet random sup-measures is introduced. These random sup-measures are shown to arise as the scaling limits of empirical random sup-measures of a general aggregated model. Because of the aggregations, the finite-dimensional distribut
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::528fb20f5a06b5d87b5ce55e08b62d0c
Autor:
Yizao Wang
Publikováno v:
Stochastic Processes and their Applications. 128:2979-3005
Two limit theorems are established on the extremes of a family of stationary Markov processes, known as q -Ornstein–Uhlenbeck processes with q ∈ ( − 1 , 1 ) . Both results are crucially based on the weak convergence of the tangent process at th
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c564965b52ccab9c6e384e26b62cc235
https://doi.org/10.1016/j.spa.2017.10.008
https://doi.org/10.1016/j.spa.2017.10.008
Autor:
Wlodzimierz Bryc, Yizao Wang
Publikováno v:
Statistics & Probability Letters. 140:77-83
The Laplace transform of the $d$-dimensional distribution of Brownian excursion is expressed as the Laplace transform of the $(d+1)$-dimensional distribution of an auxiliary Markov process, started from a $\sigma$-finite measure and with the roles of
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7a22c612e90c6e88ea6748b24bc12fce
https://doi.org/10.1016/j.spl.2018.04.021
https://doi.org/10.1016/j.spl.2018.04.021