3 citations · 3 across the 4 of their papers we have counts for
4 papers
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…
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…
Integration with respect to fractional local times with Hurst index greater than 1/2
Litan Yan, Junfeng Liu, Xiangfeng Yang
Let be the weighted local time of fractional Brownian motion with Hurst index . In this paper, we use Young inte…