23 citations · 44 across the 13 of their papers we have counts for
5 papers · 1 filter
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…
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…
Persistence of iterated partial sums
Amir Dembo, Jian Ding, Fuchang Gao
Let denote the iterated partial sums. That is, , where . Assuming are integrable, zero-mean, i.…
Persistence of iterated partial sums
Amir Dembo, Fuchang Gao
Let p_n denote the persistence probability that the first n iterated partial sums of integrable, zero-mean, i.i.d. random variables X_k, are negative. We show that p_n is bounded a…
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…