Fuqing Gao

Learn More
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)
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)
  • 1