9 citations · 9 across the 5 of their papers we have counts for
6 papers
Wasserstein convergence rates for empirical measures of point processes
Dongzhou Huang, Tianyi Jiang, Haonan Wang
In this paper, we establish upper and lower bounds on the convergence rate of empirical measures of point processes under the Wasserstein distance. To this end, we first introduce…
Exact and asymptotic distribution theory for the empirical correlation of two AR(1) processes with Gaussian increments
Philip A. Ernst, Dongzhou Huang
This paper begins with a study of the exact distribution of the empirical correlation of two independent AR(1) processes with Gaussian increments. We proceed to develop rates of co…
The existence of the least favorable noise
Dongzhou Huang
Suppose that a random variable of interest is observed. This paper concerns "the least favorable noise" , which maximizes the prediction error …
Yule's "nonsense correlation" for Gaussian random walks
Philip A. Ernst, Dongzhou Huang, Frederi G. Viens
The purpose of this paper is to provide an exact formula for the second moment of the empirical correlation of two independent Gaussian random walks as well as implicit formulas fo…
Escape and absorption probabilities for obliquely reflected Brownian motion in a quadrant
Philip Ernst, Sandro Franceschi, Dongzhou Huang
We consider an obliquely reflected Brownian motion with positive drift in a quadrant stopped at time , where is the first hitting time of th…
The rencontre problem
F. Thomas Bruss, Philip A. Ernst, Dongzhou Huang
Let be independent sequences of Bernoulli random v…