activity
20152023
most citedOn Wasserstein-1 distance in the central limit theorem for elephant random walk

7 citations · 14 across the 14 of their papers we have counts for

collaborators

31 papers

math.PR2023

Wasserstein- distance and nonuniform Berry-Esseen bound for a supercritical branching process in a random environment

Hao Wu, Xiequan Fan, Zhiqiang Gao +1

Let be a supercritical branching process in an independent and identically distributed random environment. We establish an optimal convergence rate in the Was…

math.ST2023

Sharp moderate and large deviations for sample quantiles

Xiequan Fan

In this article, we discuss the sharp moderate and large deviations between the quantiles of population and the quantiles of samples. Cramér type moderate deviations and Bahadur-Ra…

math.PR2023

Rates of convergence in the central limit theorem for the elephant random walk with random step sizes

Jérôme Dedecker, Xiequan Fan, Haijuan Hu +1

In this paper, we consider a generalization of the elephant random walk model. Compared to the usual elephant random walk, an interesting feature of this model is that the step siz…

math.PR2022

Cramér-type moderate deviations for Euler-Maruyama scheme for SDE

Xiequan Fan, Haijuan Hu, Lihu Xu

In this paper, we establish normalized and self-normalized Cramér-type moderate deviations for Euler-Maruyama scheme for SDE. As a consequence of our results, Berry-Esseen's bounds…

math.PR2022

Comparison on the criticality parameters for two supercritical branching processes in random environments

Xiequan Fan, Haijuan Hu, Hao Wu +1

Let and be two supercritical branching processes in different random environments, with criticality parameters and respec…

math.PR2022★ 1 cited

Cramér's moderate deviations for martingales with applications

Xiequan Fan, Qi-Man Shao

Let be a sequence of martingale differences. Set and …