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math.PR2023
Staffing under Taylor's Law: A Unifying Framework for Bridging Square-root and Linear Safety Rules
L. Jeff Hong, Weihuan Huang, Jiheng Zhang +1
Staffing rules are an essential management tool in service industries for meeting target service levels. The square-root safety rule, based on the Poisson arrival assumption, has b…
math.PR2018
Almost Sure Central Limit Theorem in Sub-linear Expectation Spaces
Weihuan Huang, Panyu Wu
Peng (2006) initiated a new kind of central limit theorem under sub-linear expectations. Song (2017) gave an estimate of the rate of convergence of Peng's central limit theorem. Ba…
math.PR2017
On Independence for Capacities to Fit Ellsberg's Model with a Weak Law of Large Numbers
Weihuan Huang, Yiwei Lin
This paper introduces new notions of Fubini independence and Exponential independence of random variables under capacities to fit Ellsberg's model, and finds out the relations betw…