Fu Qing Gao

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Person:593000

Available identifiers

zbMath Open gao.fuqingMaRDI QIDQ593000

List of research outcomes

PublicationDate of PublicationType
Moderate deviations for lattice gases with mixing conditions2024-04-10Paper
Fluctuations and moderate deviations for a catalytic Fleming-Viot branching system in nonequilibrium2024-03-27Paper
Precise deviations for discrete ensembles2023-09-29Paper
Fluctuations and moderate deviations for the mean fields of Hawkes processes2023-07-29Paper
Scaling limits of directed polymers in spatial-correlated environment2023-07-04Paper
Large deviations for the mean-field limit of Hawkes processes2023-01-18Paper
Moderate deviations for linear eigenvalue statistics of β-ensembles2022-06-01Paper
Asymptotic expansions and precise deviations in the Kingman coalescent2022-01-06Paper
Large deviations and moderate deviations for independent random variables under sublinear expectations2021-12-17Paper
Functional central limit theorems and moderate deviations for Poisson cluster processes2021-08-04Paper
Precise deviations for Hawkes processes2020-12-07Paper
Limit theorems associated with the Pitman–Yor process2019-09-16Paper
Maximum likelihood estimation in transformed linear regression with nonnormal errors2019-07-18Paper
Some asymptotic results for nonlinear Hawkes processes2018-12-10Paper
Local functional limit theorems of increments for Brownian motion2018-07-04Paper
Moderate deviations and nonparametric inference for monotone functions2018-06-29Paper
Moderate deviations for estimators under exponentially stochastic differentiability conditions2018-03-14Paper
Deviation inequalities for quadratic Wiener functionals and moderate deviations for parameter estimators2018-02-21Paper
Long time asymptotics of unbounded additive functionals of Markov processes2018-01-18Paper
Moderate deviations for Ewens-Pitman exchangeable random partitions2016-10-11Paper
Asymptotic behaviors for functionals of random dynamical systems2016-04-29Paper
Berry-Esseen bounds and Cramér type large deviations for eigenvalues of random matrices2015-10-26Paper
Laws of iterated logarithm for transient random walks in random environments2015-07-21Paper
Moderate Deviations for Estimators of Financial Risk Under an Asymmetric Laplace Law2015-04-29Paper
Moderate deviations and central limit theorem for small perturbation Wishart processes2015-02-27Paper
Bernstein-type Concentration Inequalities for Symmetric Markov Processes2014-11-28Paper
Laws of the iterated logarithm for high-dimensional Wiener sausage2014-11-27Paper
Hypothesis Testing in a Rayleigh Diffusion Model2014-06-11Paper
Moderate deviation principle for Brownian motions on the unit sphere in \(\mathbb R^d\)2014-03-05Paper
Moderate deviations for a nonparametric estimator of sample coverage2013-07-24Paper
Relative entropy and large deviations under sublinear expectations2013-06-20Paper
Deviation inequalities and moderate deviations for estimators of parameters in TAR models2013-04-10Paper
The support of the solution for stochastic differential equations driven by \(G\)-Brownian motion2013-03-12Paper
Moderate deviations and hypothesis testing for signal detection problem2013-01-28Paper
The minimal entropy martingale measure of a jump process influenced by jump times2013-01-25Paper
Approximation Theorem for Stochastic Differential Equations Driven by G-Brownian Motion2012-09-07Paper
Exponential martingale and large deviations for a Cox risk process with Poisson shot noise intensity2012-08-01Paper
https://portal.mardi4nfdi.de/entity/Q28863582012-06-01Paper
A variational representation and large deviations for functionals of G-Brownian motion2012-04-19Paper
Sample path large and moderate deviations for risk model with delayed claims2012-02-10Paper
Asymptotic behavior of the empirical conditional value-at-risk2011-12-21Paper
Large deviations for parameter estimators of some time inhomogeneous diffusion process2011-11-04Paper
Moderate deviations for parameter estimators in fractional Ornstein-Uhlenbeck process2011-07-19Paper
A Necessary condition on comparison theorem for one-dimensional stochastic differential equation2011-07-19Paper
Delta method in large deviations and moderate deviations for estimators2011-06-29Paper
Large deviations for stochastic differential equations driven by \(G\)-Brownian motion2010-11-19Paper
Large deviations and moderate deviations for kernel density estimators of directional data2010-10-04Paper
Asymptotic results for the two-parameter Poisson-Dirichlet distribution2010-07-08Paper
https://portal.mardi4nfdi.de/entity/Q35725312010-07-08Paper
https://portal.mardi4nfdi.de/entity/Q35729672010-07-08Paper
Deviation inequalities for an estimator of the conditional value-at-risk2010-06-08Paper
Large deviations and moderate deviations for the chi-square test in type II error2010-02-12Paper
https://portal.mardi4nfdi.de/entity/Q34032072010-02-12Paper
https://portal.mardi4nfdi.de/entity/Q34051852010-02-12Paper
Large deviations in testing Jacobi model2009-12-10Paper
Weak entropy inequalities and entropic convergence2009-12-07Paper
Deviation inequalities and moderate deviations for estimators of parameters in an Ornstein-Uhlenbeck process with linear drift2009-11-20Paper
Moderate deviations and laws of the iterated logarithm for the volume of the intersections of Wiener sausages2009-11-20Paper
Laws of the iterated logarithm for locally square integrable martingales2009-11-11Paper
Pathwise properties and homeomorphic flows for stochastic differential equations driven by \(G\)-Brownian motion2009-10-13Paper
Moderate deviations for squared radial Ornstein-Uhlenbeck process2009-06-24Paper
Moderate deviations and large deviations for a test of symmetry based on kernel density estimator2009-03-06Paper
Moderate deviations for Poisson-Dirichlet distribution2008-11-27Paper
Functional Large Deviations and Moderate Deviations for Markov-Modulated Risk Models with Reinsurance2008-11-13Paper
https://portal.mardi4nfdi.de/entity/Q35012972008-06-03Paper
https://portal.mardi4nfdi.de/entity/Q53863672008-05-14Paper
https://portal.mardi4nfdi.de/entity/Q54528402008-04-04Paper
Moderate deviations and law of the iterated logarithm in \(L_1(\mathbb R^d)\) for kernel density estimators2008-03-12Paper
Moderate deviations for random sums of heavy-tailed random variables2007-10-12Paper
https://portal.mardi4nfdi.de/entity/Q53103352007-10-09Paper
https://portal.mardi4nfdi.de/entity/Q34289932007-03-30Paper
Moderate deviations and functional limits for random processes with stationary and independent increments2007-03-14Paper
LARGE DEVIATIONS FOR SMALL PERTURBATIONS OF SDES WITH NON-MARKOVIAN COEFFICIENTS AND THEIR APPLICATIONS2007-03-13Paper
https://portal.mardi4nfdi.de/entity/Q54898392006-09-29Paper
Moderate deviations from the hydrodynamic limit of the symmetric exclusion process2006-02-13Paper
The rate of convergence in the functional limit theorem for increments of a Brownian motion2005-08-01Paper
Exponential decay of entropy in the random transposition and Bernoulli-Laplace models2004-03-30Paper
Moderate deviations and Erdős-Rényi-Shepp laws for weighted sums2003-09-25Paper
Clark formula and logarithmic Sobolev inequalities for Bernoulli measures2003-09-23Paper
Upper bound estimates of the Cramér functionals for Markov processes2003-08-21Paper
Moderate deviations and large deviations for kernel density estimators2003-08-06Paper
https://portal.mardi4nfdi.de/entity/Q31542262002-11-14Paper
Moderate deviations for the maximum likelihood estimator2002-09-05Paper
Large deviations for stochastic flows and their applications2002-08-15Paper
https://portal.mardi4nfdi.de/entity/Q27204732001-06-27Paper
https://portal.mardi4nfdi.de/entity/Q45164282000-11-28Paper
https://portal.mardi4nfdi.de/entity/Q45165062000-11-28Paper
https://portal.mardi4nfdi.de/entity/Q43915861999-06-20Paper
https://portal.mardi4nfdi.de/entity/Q43492281998-11-12Paper
https://portal.mardi4nfdi.de/entity/Q48886801997-06-10Paper
https://portal.mardi4nfdi.de/entity/Q31290951997-04-27Paper
Moderate deviations for martingales and mixing random processes1996-08-05Paper
https://portal.mardi4nfdi.de/entity/Q48548651995-11-16Paper
Large deviations for fields with stationary independent increments1995-11-06Paper
https://portal.mardi4nfdi.de/entity/Q43004651994-09-27Paper
https://portal.mardi4nfdi.de/entity/Q40198901993-01-16Paper
https://portal.mardi4nfdi.de/entity/Q33497181991-01-01Paper
https://portal.mardi4nfdi.de/entity/Q34777491989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q34777501989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q34739241988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37665931987-01-01Paper

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