27 citations · 36 across the 15 of their papers we have counts for
15 papers
Multidimensional Sticky Brownian Motions: Tail Behaviour of the Joint Stationary Distribution
Hongshuai Dai, Yiqiang Q. Zhao
Sticky Brownian motions, as time-changed semimartingale reflecting Brownian motions, have various applications in many fields, including queuing theory and mathematical finance. In…
Exact tail asymptotics for a three dimensional Brownian-driven tandem queue with intermediate inputs
Hongshuai Dai, Dawson A. Donald, Yiqiang Q. Zhao
The semimartingale reflecting Brownian motion (SRBM) can be a heavy traffic limit for many server queueing networks. Asymptotic properties for stationary probabilities of the SRBM…
Stationary Distributions for Two-Dimensional Sticky Brownian Motions: Exact Tail Asymptotics and Extreme Value Distributions
Hongshuai Dai, Yiqiang Q. Zhao
In this paper, we consider a two-dimensional sticky Brownian motion. Sticky Brownian motions can be viewed as time-changed semimartingale reflecting Brownian motions, which find ap…
Convergence rates in precise asymptotics for a kind of complete moment convergence
Lingtao Kong, Hongshuai Dai
In Liu and Lin (Statist. Probab. Letters, 2006), they introduced a kind of complete moment convergence which includes complete convergence as a special case. Inspired by the study…
Convergence rate in precise asymptotics for Davis law of large numbers
Lingtao Kong
Let be a sequence of i.i.d. random variables with partial sums . Based on the classical Baum-Katz theorem, a paper by Heyde in 1975 initiated the…
Adaptive Elastic Net Method for Cox Model
Chunhong Li, Xinxing Wei, Hongshuai Dai
In this paper, we study the Adaptive Elastic Net method for the Cox model. We prove the grouping effect and oracle property of its estimators. Finally, we show these two properties…
Elastic Net Procedure for Partially Linear Models
Chunhong Li, Dengxiang Huang, Hongshuai Dai +1
Variable selection plays an important role in the high-dimensional data analysis. However the high-dimensional data often induces the strongly correlated variables problem. In this…
Operator Fractional Brownian Sheet and Martingale Differences
Hongshuai Dai, Guangjun Shen, Wenliang Xia
In this paper, inspired by the fractional Brownian sheet of Riemann-Liouville type, we introduce the operator fractional Brownian sheet of Riemman-Liouville type, and study some pr…
Limit theorems for functionals of Gaussian vectors
Hongshuai Dai, Guangjun Shen, Lingtao Kong
Operator self-similar processes, as an extension of self-similar processes, have been studied extensively. In this work, we study limit theorems for functionals of Gaussian vectors…
Exact tail asymptotics for a discrete-time preemptive priority queue
Yang Song, Zaiming Liu, Hongshuai Dai
In this paper, we consider a discrete-time preemptive priority queue with different service rates for two classes of customers, one with high-priority and the other with low-priori…
Operator Fractional Brownian Motion and Martingale Differences
Hongshuai Dai, Tien-Chung Hu, June-Yung Lee
It is well known that martingale difference sequences are very useful in applications and theory. On the other hand, the operator fractional Brownian motion as an extension of the…
Random Walks and Subfractional Brownian Motion
Hongshuai Dai
In this article, we show a result of approximation in law to subfractional Brownian motion, with , in the Skorohod topology. The construction of these approximations…
Approximation to multifractional Riemann-Liouville Brownian sheet
Hongshuai Dai
In this paper, we first introduce multifrational Riemann-Liouville Brownian sheets. Then, we show a result of approximation in law of the multifractional Riemann-Liouville Brownian…
Approximations of fractional Brownian motion
Yuqiang Li, Hongshuai Dai
Approximations of fractional Brownian motion using Poisson processes whose parameter sets have the same dimensions as the approximated processes have been studied in the literature…
Convergence in law to operator fractional Brownian motions
Hongshuai Dai
In this paper, we provide two approximations in law of operator fractional Brownian motions. One is constructed by Poisson processes, and the other generalizes a result of Taqqu (1…