69 citations · 96 across the 13 of their papers we have counts for
11 papers · 1 filter
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…