Z. Su

activity

20062023

most citedJoint CLT for several random sesquilinear forms with applications to large-dimensional spiked population models

2 citations · 5 across the 10 of their papers we have counts for

collaborators

Showing 2017Show all

2 papers · 1 filter

math.PR2017

On Bernstein Type Inequalities for Stochastic Integrals of Multivariate Point Processes

Hanchao Wang, Zhengyan Lin, Zhonggen Su

We consider the stochastic integrals of multivariate point processes and study their concentration phenomena. In particular, we obtain a Bernstein type of concentration inequality…

math.PR2017

A Donsker-type Theorem for Log-likelihood Processes

Zhonggen Su, Hanchao Wang

Let $(Ω, F, (F)_{t \geq 0}, P)$ be a complete stochastic basis, $X$ a semimartingale with predictable compensator $(B, C, ν)$ . Consider a family of probability me…