26 citations · 54 across the 15 of their papers we have counts for
15 papers
Error Analysis of Discrete Flow with Generator Matching
Zhengyan Wan, Yidong Ouyang, Qiang Yao +4
Discrete flow models offer a powerful framework for learning distributions over discrete state spaces and have demonstrated superior performance compared to the discrete diffusion…
Large and moderate deviations of weak record numbers in random walks
Yuqiang Li, Qiang Yao
Record numbers are basic statistics in random walks, whose deviation principles are not very clear so far. In this paper, the asymptotic probabilities of large and moderate deviati…
Large and moderate deviations for record numbers in some non-nearest neighbor random walks
Yuqiang Li, Qiang Yao
The deviation principles of record numbers in random walk models have not been completely investigated, especially for the non-nearest neighbor cases. In this paper, we derive the…
The Construction of Two Kinds of Bijections in Simple Random Walk Paths
Sai Song, Qiang Yao
It is known that for the 2n-step symmetric simple random walk on Z, two events have the same probability if and only if their sets of paths have the same cardinality. In this artic…
On the distribution of the hitting time for the N-urn Ehrenfest model
Cheng Xin, Minzhi Zhao, Qiang Yao +1
In this paper, we consider the N-urn Ehrenfest model. By utilizing an auxiliary continuous-time Markov chain, we obtain the explicit formula for the Laplace transform of the hittin…
Phase Transition for the Contact Process in a Random Environment on Zd*Z+
Qiang Yao
We review the results in Chen & Yao(2009,2012) which concern the contact process in a static random environment on the half space Z^d*Z^+ and make some addition to them. Furthermor…
An Optimized Union-Find Algorithm for Connected Components Labeling Using GPUs
Jun Chen, Qiang Yao, Houari Sabirin +3
In this paper, we report an optimized union-find (UF) algorithm that can label the connected components on a 2D image efficiently by employing the GPU architecture. The proposed me…
Risk Minimization, Regret Minimization and Progressive Hedging Algorithms
Jie Sun, Xinmin Yang, Qiang Yao +1
This paper begins with a study on the dual representations of risk and regret measures and their impact on modeling multistage decision making under uncertainty. A relationship bet…
On coherency and other properties of MAXVAR
Jie Sun, Qiang Yao
This paper is concerned with the MAXVAR risk measure on L^2 space. We present an elementary and direct proof of its coherency and averseness. Based on the observation that the MAXV…
A new method for computing the expected hitting time between arbitrary different configurations of the multiple-urn Ehrenfest model
Sai Song, Qiang Yao
We study a multiple-urn version of the Ehrenfest model. In this setting, we denote the n urns by Urn 1 to Urn n, where n>=2. Initially, M balls are randomly placed in the n urns. A…
Weak Convergence of Equity Derivatives Pricing with Default Risk
Gaoxiu Qiao, Qiang Yao
This paper presents a discrete--time equity derivatives pricing model with default risk in a no--arbitrage framework. Using the equity--credit reduced form approach where default i…
On the Dual Representation of Coherent Risk Measures
Marcus Ang, Jie Sun, Qiang Yao
A classical result in risk measure theory states that every coherent risk measure has a dual representation as the supremum of certain expected value over a risk envelope. We study…
Exponential extinction time of the contact process on finite graphs
Thomas Mountford, Jean-Christophe Mourrat, Daniel Valesin +1
We study the extinction time $\uptau$ of the contact process on finite trees of bounded degree. We show that, if the infection rate is larger than the critical rate for the contact…
Metastable Densities for Contact Processes on Power Law Random Graphs
Thomas Mountford, Daniel Valesin, Qiang Yao
We consider the contact process on a random graph with fixed degree distribution given by a power law. We follow the work of Chatterjee and Durrett, who showed that for arbitrarily…
The Complete Convergence Theorem Holds for Contact Processes in a Random Environment on
Qiang Yao, Xinxing Chen
In this article, we consider the basic contact process in a static random environment on the half space where the recovery rates are constants and the infection rat…