11 citations · 14 across the 10 of their papers we have counts for
9 papers · 1 filter
A Note on Distribution Free Symmetrization Inequalities
Zhao Dong, Jiange Li, Wenbo V. Li
Let be two independent identically distributed (i.i.d.) random variables taking values from a separable Banach space . Given two measurable subsets…
Small value probabilities for supercritical branching processes with immigration
Weijuan Chu, Wenbo V. Li, Yan-Xia Ren
We consider a supercritical Galton-Watson branching process with immigration. It is well known that under suitable conditions on the offspring and immigration distributions, there…
Probabilities of competing binomial random variables
Wenbo V. Li, Vladislav V. Vysotsky
Suppose you and your friend both do tosses of an unfair coin with probability of heads equal to . What is the behavior of the probability that you obtain at least more h…
Small deviations for a family of smooth Gaussian processes
Frank Aurzada, Fuchang Gao, Thomas Kühn +2
We study the small deviation probabilities of a family of very smooth self-similar Gaussian processes. The canonical process from the family has the same scaling property as standa…
Large deviations for local times and intersection local times of fractional Brownian motions and Riemann-Liouville processes
Xia Chen, Wenbo V. Li, Jan Rosinski +1
In this paper we prove exact forms of large deviations for local times and intersection local times of fractional Brownian motions and Riemann-Liouville processes. We also show tha…
A CLT for the L^{2} modulus of continuity of Brownian local time
Xia Chen, Wenbo Li, Michael B. Marcus +1
Let denote the local time of Brownian motion and \[ α_{t}:=\int_{-\infty}^{\infty} (L^{x}_{t})^{2} dx . \] Let be indepe…
On the Supremum of Certain Families of Stochastic Processes
Wenbo V. Li, Natesh S. Pillai, Robert L. Wolpert
We consider a family of stochastic processes on a metric space , with a parameter . We study the conditions under which \lim_{\e \to 0} ¶\Big…
High Dimensional Probability
Evarist Giné, Vladimir Koltchinskii, Wenbo Li +1
About forty years ago it was realized by several researchers that the essential features of certain objects of Probability theory, notably Gaussian processes and limit theorems, ma…
Hypercontractivity and comparison of moments of iterated maxima and minima of independent random variables
P. Hitczenko, Stanisław Kwapień, Wenbo V. Li +3
We provide necessary and sufficient conditions for hypercontractivity of the minima of nonnegative, i.i.d. random variables and of both the maxima of minima and the minima of maxim…