69 citations · 96 across the 13 of their papers we have counts for
13 papers
Villani's conjecture for Kac's walk
Fuqing Gao, Shaochen Wang, Xianjie Xia
We prove Villani's conjecture on entropy production for Kac's walk with uniform collision angles. For every , with total collision rate , the optimal entropy production…
Fluctuations and moderate deviations for the mean fields of Hawkes processes
Fuqing Gao, Yunshi Gao, Lingjiong Zhu
The Hawkes process is a counting process that has self- and mutually-exciting features with many applications in various fields. In recent years, there have been many interests in…
Large deviations for the mean-field limit of Hawkes processes
Fuqing Gao, Lingjiong Zhu
Hawkes processes are a class of simple point processes whose intensity depends on the past history, and is in general non-Markovian. Limit theorems for Hawkes processes in various…
Some asymptotic results for nonlinear Hawkes processes
Fuqing Gao, Lingjiong Zhu
Hawkes process is a class of simple point processes with self-exciting and clustering properties. Hawkes process has been widely applied in finance, neuroscience, social networks,…
Precise deviations for Hawkes processes
Fuqing Gao, Lingjiong Zhu
Hawkes process is a class of simple point processes with self-exciting and clustering properties. Hawkes process has been widely applied in finance, neuroscience, social networks,…
Moderate deviations for Ewens-Pitman exchangeable random partitions
Stefano Favaro, Shui Feng, Fuqing Gao
Consider a population of individuals belonging to an infinity number of types, and assume that type proportions follow the two-parameter Poisson-Dirichlet distribution. A sample of…