3 citations · 3 across the 7 of their papers we have counts for
7 papers
Proof of Gaussian moment product conjecture
Xiangfeng Yang
For an -dimensional real-valued centered Gaussian random vector with any covariance matrix, the following moment product conjecture is proved in this paper \[…
Laplace transform asymptotics and large deviation principles for longest success runs in Bernoulli trials
Takis Konstantopoulos, Zhenxia Liu, Xiangfeng Yang
The longest stretch of consecutive heads in i.i.d. coin tosses is seen from the prism of large deviations. We first establish precise asymptotics for the moment generati…
Upper tail probabilities of integrated Brownian motions
Fuchang Gao, Xiangfeng Yang
We obtain new upper tail probabilities of -times integrated Brownian motions under the uniform norm and the norm. For the uniform norm, Talagrand's approach is used, while…
Feynman-Kac formula for Levy processes and semiclassical (Euclidean) momentum representation
Nicolas Privault, Xiangfeng Yang, Jean-Claude Zambrini
We prove a version of the Feynman-Kac formula for Levy processes and integro-differential operators, with application to the momentum representation of suitable quantum (Euclidean)…
Comparison for upper tail probabilities of random series
Fuchang Gao, Zhenxia Liu, Xiangfeng Yang
Let be a sequence of independent and identically distributed random variables. In this paper we study the comparison for two upper tail probabilities $\mathbb{P}\{\sum_{n…
Precise asymptotics for large deviations of integral forms
Xiangfeng Yang
For suitable families of locally infinitely divisible Markov processes with frequent small jumps depending on a small parameter precise asympto…