3 papers
math.PR2023
On the measure concentration of infinitely divisible distributions
Jing Zhang, Ze-Chun Hu, Wei Sun
Let be the set of all infinitely divisible random variables\ with finite second moments, , $P_{\cal I}=\inf_{X\in{\cal I}}P\{…
math.PR2017
A system of nonlinear equations with application to large deviations for Markov chains with finite lifetime
Ze-Chun Hu, Wei Sun, Jing Zhang
In this paper, we first show the existence of solutions to the following system of nonlinear equations \begin{eqnarray*}\left\{\begin{array}{l} a_{11}x_1+a_{12}x_2+a_{13}x_3+\cdots…
math.PR2013
Levy-Khintchine type representation of Dirichlet generators and Semi-Dirichlet forms
Wei Sun, Jing Zhang
Let be an open set of , a positive Radon measure on such that , and a strongly continuous contraction sub-Markovian semigro…