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math.PR2025
Martingale Problem and Quadratic Family
Haoming Wang
Assuming uniqueness of the martingale problem for Markov processes of generators in a quadratic family like \[q_t(i,j) = a_t(i) q_0(i,j)^2 + b_t(i) q_0(i,j) - \frac{a_t(i)}{N…
math.ST2025
On incomplete Gamma and Beta integrals
Haoming Wang
This paper discusses the incomplete Gamma and Beta integrals involving the generalised hypergeometric function. The distribution of the largest and the smallest roots of a ratio ar…
math.ST2025
Glivenko-Cantelli for -divergence
Haoming Wang, Lek-Heng Lim
We extend the celebrated Glivenko-Cantelli theorem, sometimes called the fundamental theorem of statistics, from its standard setting of total variation distance to all -diverge…