3 citations · 6 across the 10 of their papers we have counts for
10 papers
Proofs that the Gerber Statistic is Positive Semidefinite
S. Gerber, H. Markowitz, P. Ernst +3
In this brief note, we prove that both forms of the Gerber statistic introduced in Gerber et al. (2022) are positive semi-definite.
Limiting Spectral Radii of Circular Unitary Matrices under Light Truncation
Yu Miao, Yongcheng Qi
Consider a truncated circular unitary matrix which is a by submatrix of an by circular unitary matrix after deleting the last columns and rows. Jiang an…
A supplement to the laws of large numbers and the large deviations
Deli Li, Yu Miao
Let . Let be a sequence of independent and identically distributed -valued random variables and set $S_{n} = \sum_{i=1}^{n}X_{i},~n…
Moderate deviations principle for empirical covariance from a unit root
Yu Miao, Yanling Wang, Guangyu Yang
In the present paper, we consider the linear autoregressive model in $\rr$, where is unknown, $(ξ_k)_{k\in\zz}$ i…
Strassen's invariance principle for random walk in random environment
Guangyu Yang, Yu Miao, Dihe Hu
In this paper, we consider random walk in random environment on and prove the Strassen's strong invariance principle for this model, via martingale argum…
Central limit theorem and almost sure central limit theorem for the product of some partial sums
Yu Miao
In this paper, we give the central limit theorem and almost sure central limit theorem for products of some partial sums of independent identically distributed random variables.