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Tail Bounds on the Spectral Norm of Sub-Exponential Random Matrices
Guozheng Dai, Zhonggen Su, Hanchao Wang
Let be an symmetric random matrix with independent but non-identically distributed entries. The deviation inequalities of the spectral norm of with Gaussian ent…
On De la Peña Type Inequalities for Point Processes
Naiqi Liu, Vladimir V. Ulyanov, Hanchao Wang
There has been a renewed interest in exponential concentration inequalities for stochastic processes in probability and statistics over the last three decades. De la Peña \cite{d}…
Discretization Error of Stochastic Iterated Integrals
Yuping Song, Hanchao Wang
In this paper, the weak convergence about the discretization error of stochastic iterated integrals in the Skorohod sense are studied, while the integrands and integrators of itera…
On Bernstein Type Inequalities for Stochastic Integrals of Multivariate Point Processes
Hanchao Wang, Zhengyan Lin, Zhonggen Su
We consider the stochastic integrals of multivariate point processes and study their concentration phenomena. In particular, we obtain a Bernstein type of concentration inequality…
A Donsker-type Theorem for Log-likelihood Processes
Zhonggen Su, Hanchao Wang
Let be a complete stochastic basis, a semimartingale with predictable compensator . Consider a family of probability me…
Central Limit Theorems of Local Polynomial Threshold Estimators for Diffusion Processes with Jumps
Yuping Song, Hanchao Wang
Central limit theorems play an important role in the study of statistical inference for stochastic processes. However, when the nonparametric local polynomial threshold estimator,…
On Convergence to Stochastic Integrals
Zheng-Yan Lin, Han-Chao Wang
Weak convergence of various general functionals of partial sums of dependent random variables to stochastic integral now play a major role in the modern statistics theory. In this…