Yinshan Chang

collaborators

3 papers

math.PR2026

On the maximal correlation of some stochastic processes

Yinshan Chang, Qinwei Chen

We study the maximal correlation coefficient $R (X, Y)$ between two stochastic processes $X$ and $Y$ . In the case when $(X, Y)$ is a random walk, we find $R (X, Y)$ using the CsÃ¡ki-Fis…

math.PR2026

The maximal correlation coefficient associated with the minimum

Yinshan Chang, Qinwei Chen

For independent random variables $(X_{i})_{1 \leq i \leq n}$ , we consider the maximal correlation coefficient $R = R (min_{i : 1 \leq i \leq m} X_{i}, min_{j : ℓ + 1 \leq j \leq n} X_{j})$ . If $X_1,X…

math.PR2025

Strong law of large numbers for a function of the local times of a transient random walk on groups

Yinshan Chang, Qinwei Chen, Qian Meng +1

This paper presents the strong law of large numbers for a function of the local times of a transient random walk on groups, extending the research of Asymont and Korshunov for rand…