7 papers
Moderate Deviations for the Largest Eigenvalue of a Randomly Deformed Gaussian Unitary Ensemble
Shaochen Wang, Guangyu Yang
We study moderate deviations for the largest eigenvalue of the randomly deformed Gaussian unitary ensemble introduced by Johansson (Probab. Theory Relat. Fields, {\bf 138}: 75--112…
Functional Limit Theorems for Random Least Common Multiples
Shaochen Wang, Guangyu Yang, Wang Zhou
Let be a subset of obtained by retaining each integer independently with fixed probability , and let be the least common multiple of the i…
Cramér-Type Moderate Deviations for Engel's Series via a Martingale Approach
Shaochen Wang, Guangyu Yang
Let be uniformly distributed on , and let be the digits of its Engel series expansion. We establish a Cramér-type moderate deviation expansion for $(\lo…
Moderate deviations for the Maki--Thompson rumour model
Shaochen Wang, Guangyu Yang
The final proportion of ignorants in the classical Maki--Thompson rumour model is known to satisfy the law of large numbers, the central limit theorem, and the large deviation prin…
Least absolute deviation estimation for AR(1) processes with roots close to unity
Nannan Ma, Hailin Sang, Guangyu Yang
We establish the asymptotic theory of least absolute deviation estimators for AR(1) processes with autoregressive parameter satisfying for some fixed as $n\to\in…
Moderate deviations for the mildly stationary autoregressive models with dependent errors
Hui Jiang, Guangyu Yang, Mingming Yu
In this paper, we consider the normalized least squares estimator of the parameter in a mildly stationary first-order autoregressive (AR(1)) model with dependent errors which are m…
Asymptotic distributions related to mildly-explosive second order autoregressive models
Hui Jiang, Mingming Yu, Guangyu Yang
In this paper, we consider the normalized least squares estimator of the parameter in a mildly-explosive first-order autoregressive model with dependent errors which are modeled as…