1 citations · 1 across the 2 of their papers we have counts for
4 papers
A hypothesis-testing perspective on the G-normal distribution theory
Shige Peng, Quan Zhou
The G-normal distribution was introduced by Peng [2007] as the limiting distribution in the central limit theorem for sublinear expectation spaces. Equivalently, it can be interpre…
Optimal real-time detection of a drifting Brownian coordinate
Philip Ernst, Goran Peskir, Quan Zhou
Consider the motion of a Brownian particle in three dimensions, whose two spatial coordinates are standard Brownian motions with zero drift, and the remaining (unknown) spatial coo…
When is it best to follow the leader?
Philip Ernst, L. C. G. Rogers, Quan Zhou
An object is hidden in one of boxes. Initially, the probability that it is in box is . You then search in continuous time, observing box at time , and rece…
Thick distribution tails in models of cancer secondary tumors
Philip A. Ernst, Marek Kimmel, Monika Kurpas +1
Recent progress in microdissection and in DNA sequencing has enabled subsampling of multi-focal cancers in organs such as the liver in several hundred spots, helping to determine t…