8 citations · 8 across the 4 of their papers we have counts for
5 papers
A Generalized Elephant Random Walk with Time-Dependent Memory
Xiequan Fan, Yongcheng Qi
The elephant random walk (ERW) is a discrete-time random walk with complete memory. At every step the walker chooses one of the previous increments at random and then either repeat…
Self-normalized Cramér-type Moderate Deviation of Stochastic Gradient Langevin Dynamics
Hongsheng Dai, Xiequan Fan, Jianya Lu
In this paper, we study the self-normalized Cramér-type moderate deviation of the empirical measure of the stochastic gradient Langevin dynamics (SGLD). Consequently, we also deriv…
Deviation inequalities for contractive infinite memory processes
Paul Doukhan, Xiequan Fan
In this paper, we introduce a class of processes that contains many natural examples. The interesting feature of such type processes lays on its infinite memory that allows it to r…
Self-normalized Cramér type moderate deviations for martingales and applications
Xiequan Fan, Qi-Man Shao
Cramér's moderate deviations give a quantitative estimate for the relative error of the normal approximation and provide theoretical justifications for many estimator used in stati…
Cramér moderate deviations for a supercritical Galton-Watson process
Paul Doukhan, Xiequan Fan, Zhi-Qiang Gao
Let be a supercritical Galton-Watson process. The Lotka-Nagaev estimator is a common estimator for the offspring mean.In this paper, we establish som…