3 citations · 6 across the 7 of their papers we have counts for
7 papers · 1 filter
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…
The probability of rectangular unimodular matrices over $\F_q[x]$
Xiangqian Guo, Guangyu Yang
In this note, we compute the probability that a matrix can be extended to an invertible matrix over $\F_q[x]$, which turns out to be $(1-q^{k-n})(1-q^{k-1-n…
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…
The law of the iterated logarithm for additive functionals of Markov chains
Yu Miao, Guangyu Yang
In the paper, the law of the iterated logarithm for additive functionals of Markov chains is obtained under some weak conditions, which are weaker than the conditions of invariance…
A note for extension of almost sure central limit theory
Yu Miao, Guangyu Yang
Hörmann (2006) gave an extension of almost sure central limit theorem for bounded Lipschitz 1 function. In this paper, we show that his result of almost sure central limit theorem…
The Central Limit Theorem for LS Estimator in Simple Linear Ev Regression Models
Yu Miao, Guangyu Yang, Luming Shen
In this paper, we obtain the central limit theorems for LS estimator in simple linear errors-in-variables (EV) regression models under some mild conditions. And we also show that t…