activity
20062023
most citedRates for branching particle approximations of continuous-discrete filters

21 citations · 69 across the 31 of their papers we have counts for

collaborators

31 papers

math.ST2023

Parameter estimation of stochastic SIR model driven by small Lévy noise with time-dependent periodic transmission

Terry Easlick, Wei Sun

We investigate the parameter estimation and prediction of two forms of the stochastic SIR model driven by small Lévy noise with time-dependent periodic transmission. We present con…

math.PR2022

Some New Gaussian Product Inequalities

Oliver Russell, Wei Sun

The Gaussian product inequality is a long-standing conjecture. In this paper, we investigate the three-dimensional inequality $E[X_1^{2}X_2^{2m_2}X_3^{2m_3}]\ge E[X_1^{2}]E[X_2^{2m…

math.PR2022

A Unified Stochastic SIR Model Driven By Lévy Noise With Time-Dependency

Terry Easlick, Wei Sun

We propose a unified stochastic SIR model driven by Lévy noise. The model is structural enough to allow for time-dependency, nonlinearity, discontinuity, demography and environment…

math.PR2020★ 2 cited

The 4-D Gaussian Random Vector Maximum Conjecture and the 3-D Simplex Mean Width Conjecture

Wei Sun, Ze-Chun Hu, Guolie Lan

We prove the four-dimensional Gaussian random vector maximum conjecture. This conjecture asserts that among all centered Gaussian random vectors with $E[X_i^2…

math.PR2019

Periodic solutions of hybrid jump diffusion processes

Xiao-Xia Guo, Wei Sun

In this paper, we investigate periodic solutions of regime-switching jump diffusions. We first show the well-posedness of solutions to the SDEs corresponding to the hybrid system.…

math.PR2019

Some explorations on two conjectures about Rademacher sequences

Ze-Chun Hu, Guolie Lan, Wei Sun

In this paper, we explore two conjectures about Rademacher sequences. Let be a Rademacher sequence, i.e., a sequence of independent -valued symmetric random varia…