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- FUQING GAO, LIMING WU
- 2010

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(X s)ds where g is a unbounded observable of the symmetric Markov process (X t). Three approaches are proposed : functional inequalities approach ; Lyapunov function method ; and an approach… (More)

- Shui Feng, Fuqing Gao
- 2008

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)

- FUQING GAO, HUI JIANG
- 2009

Some deviation inequalities and moderate deviation principles for the maximum likelihood esti-mators of parameters in an Ornstein-Uhlenbeck process with linear drift are established by the logarithmic Sobolev inequality and the exponential martingale method.

- Fuqing Gao, Yanqing Wang
- 2009

Using the high moment method and the Feynman-Kac semigroup technique, we obtain moderate deviations and laws of the iterated logarithm for the volume of the intersections of two and three dimensional Wiener sausages.

- Shui Feng, Fuqing Gao
- 2009

The two-parameter Poisson-Dirichlet distribution is the law of a sequence of decreasing non-negative random variables with total sum one. It can be constructed from stable and Gamma subordinators with the two-parameters, α and θ, corresponding to the stable component and Gamma component respectively. The moderate deviation principles are established for the… (More)

- Ying Wang, Fuqing Gao
- Oper. Res. Lett.
- 2010

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