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math.PR2026
Multiple Extremal Integrals
Shuyang Bai, Jiemiao Chen
We introduce the notion of multiple extremal integrals as an extension of single extremal integrals, which have played important roles in extreme value theory. The multiple extrema…
math.PR2024
Empirical limit theorems for Wiener chaos
Shuyang Bai, Jiemiao Chen
We consider empirical measures in a triangular array setup with underlying distributions varying as sample size grows. We study asymptotic properties of multiple integrals with res…