3 papers
math.ST2026
Self-normalized tests for multistep conditional predictive ability
Qitong Chen, Shuwen Lai
This paper proposes self-normalized tests for multistep conditional predictive ability in forecast comparison. By normalizing the sample mean of the transformed loss differential u…
math.PR2025
Multifractal spectrum of branching random walks on free groups
Shuwen Lai, Heng Ma, Longmin Wang
Consider a symmetric branching random walk on a free group in the transient regime , where is the mean offspring number and is the reciprocal of the…
math.PR2025
Sample Path Large Deviations for Random Walks on Regular Trees
Jie Jiang, Shuwen Lai
This paper investigates the large deviation problem in the sample path space of the nearest-neighbor random walks on regular trees. We establish the sample path large deviation pri…