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math.ST2022
Inference of high quantiles of a heavy-tailed distribution from block data
Yongcheng Qi, Mengzi Xie, Jingping Yang
In this paper we consider the estimation problem for high quantiles of a heavy-tailed distribution from block data when only a few largest values are observed within blocks. We pro…
math.PR2022
On the small noise limit in the Smoluchowski-Kramers approximation of nonlinear wave equations with variable friction
Sandra Cerrai, Mengzi Xie
We study the validity of a large deviation principle for a class of stochastic nonlinear damped wave equations, of Klein-Gordon type, in the joint small mass and small noise limit.…