Fuqing Gao

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Using the method of transportation-information inequality introduced in [28], we establish Bernstein type’s concentration inequalities for empirical means 1 t ∫ t 0 g(Xs)ds where g is a unbounded observable of the symmetric Markov process (Xt). Three approaches are proposed : functional inequalities approach ; Lyapunov function method ; and an approach(More)
DEVIATION INEQUALITIES AND MODERATE DEVIATIONS FOR ESTIMATORS OF PARAMETERS IN AN ORNSTEIN-UHLENBECK PROCESS WITH LINEAR DRIFT FUQING GAO School of Mathematics and Statistics, Wuhan University, Wuhan 430072, P.R.China email: fqgao@whu.edu.cn HUI JIANG School of Science, Nanjing University of Aeronautics and Astronautics, Nanjing 210016, P.R.China email:(More)
Poisson-Dirichlet distribution arises in many different areas. The parameter θ in the distribution is the scaled mutation rate of a population in the context of population genetics. The limiting procedure of θ approaching infinity is practically motivated and has led to new interesting mathematical structures. Results of law of large numbers, fluctuation(More)
We consider the comparison theorem of one-dimensional stochastic differential equation with non-Lipschitz diffusion coefficient. Considering the two one-dimensional stochastic differential equations as a two-dimensional equation, we present a necessary condition such that comparison theorem holds by viscosity solution approach.
We study the number of k-cycles in a random graph G(n, p). We estimate the probability that a random graph contains more k-cycles than expected. In this case, the usual martingale inequality with bounded difference is not effective. By constructing a variable that approximates to the number of k-cycles in a random graph and using a new and extensive(More)