5 papers
Moderate Deviations for Random-Indexed Cluster Counts in Hierarchical Pitman-Yor Models
Nian Yao
Consider a sample of size from a two-layer hierarchical Pitman--Yor model, and let denote the random number of clusters generated at the first layer of the hierarchy. We…
Moderate deviations for a stochastic wave equation in dimension three
L. Cheng, R. Li, R. Wang +1
In this paper, we proved a central limit theorem and established a moderate deviation principle for a perturbed stochastic wave equation defined on $[0,T]\times \rr^3$. This equati…
Large deviations for stochastic differential delay equations with Lévy noises
Yumeng Li, Ran Wang, Nian Yao +1
In this paper, we establish a large deviation principle for stochastic differential delay equations driven by both Brownian motions and Poisson random measures. The weak convergenc…
Moderate deviations for a fractional stochastic heat equation with spatially correlated noise
Yumeng Li, Ran Wang, Nian Yao +1
In this paper, we study the Moderate Deviation Principle for a perturbed stochastic heat equation in the whole space $\rr^d, d\ge1$. This equation is driven by a Gaussian noise, wh…
Transportation-information inequalities for Markov processes
Arnaud Guillin, Christian Leonard, Liming Wu +1
In this paper, one investigates the following type of transportation-information inequalities: for all probability measures on some metric space…