| Publication | Date of Publication | Type |
|---|
Variance Bounds for Functions of Unimodal Random Variable
Communications in Statistics: Theory and Methods | 2023-07-11 | Paper |
Small value probabilities for supercritical branching processes with immigration in general case
SCIENTIA SINICA Mathematica | 2021-12-17 | Paper |
Integral representations for binomial sums of chances of winning
Ars Mathematica Contemporanea | 2017-09-14 | Paper |
A note on distribution-free symmetrization inequalities
Journal of Theoretical Probability | 2015-12-07 | Paper |
Expectation of the limiting distribution of the LSE of a unit root process
STATISTICA SINICA | 2015-11-03 | Paper |
Karhunen-Loève expansions for the \(m\)-th order detrended Brownian motion
Science China. Mathematics | 2014-12-03 | Paper |
Small deviations for a family of smooth Gaussian processes
Journal of Theoretical Probability | 2014-09-18 | Paper |
Small value probabilities for supercritical branching processes with immigration
Bernoulli | 2014-04-10 | Paper |
Small value probabilities for supercritical branching processes with immigration
Bernoulli | 2014-04-10 | Paper |
Pricing and hedging of cliquet options and locally capped contracts
SIAM Journal on Financial Mathematics | 2014-01-23 | Paper |
On the number of switches in unbiased coin-tossing
Statistics & Probability Letters | 2013-12-06 | Paper |
| scientific article; zbMATH DE number 6174841 (Why is no real title available?) | 2013-06-12 | Paper |
Diffusions with holding and jumping boundary
Science China. Mathematics | 2013-02-19 | Paper |
Small value probabilities for continuous state branching processes with immigration
Science China. Mathematics | 2013-01-28 | Paper |
Probabilities of competing binomial random variables
Journal of Applied Probability | 2012-10-29 | Paper |
Probabilities of competing binomial random variables
Journal of Applied Probability | 2012-10-29 | Paper |
Karhunen-Loève expansions for the detrended Brownian motion
Statistics & Probability Letters | 2012-08-30 | Paper |
Gaussian integrals involving absolute value functions
Institute of Mathematical Statistics Collections | 2012-07-26 | Paper |
Stationary weak solutions for stochastic 3D Navier-Stokes equations with Lévy noise
Stochastics and Dynamics | 2012-06-04 | Paper |
A Gaussian inequality for expected absolute products
Journal of Theoretical Probability | 2012-04-26 | Paper |
Large deviations for local times and intersection local times of fractional Brownian motions and Riemann-Liouville processes
The Annals of Probability | 2011-04-15 | Paper |
How many Laplace transforms of probability measures are there?
Proceedings of the American Mathematical Society | 2011-01-06 | Paper |
On the supremum of certain families of stochastic processes
Statistics & Probability Letters | 2010-05-28 | Paper |
Expected lengths of minimum spanning trees for non-identical edge distributions
Electronic Journal of Probability | 2010-04-30 | Paper |
Expected lengths of minimum spanning trees for non-identical edge distributions
Electronic Journal of Probability | 2010-04-30 | Paper |
On the difference of expected lengths of minimum spanning trees
Combinatorics, Probability and Computing | 2010-04-23 | Paper |
A CLT for the \(L^{2}\) modulus of continuity of Brownian local time
The Annals of Probability | 2010-03-08 | Paper |
Moment bounds for truncated random variables
Statistics & Probability Letters | 2009-09-28 | Paper |
A note on multivariate Gaussian estimates
Journal of Mathematical Analysis and Applications | 2009-05-19 | Paper |
On the expected number of zeros of a random harmonic polynomial
Proceedings of the American Mathematical Society | 2009-02-05 | Paper |
Metric entropy of high dimensional distributions
Proceedings of the American Mathematical Society | 2007-11-01 | Paper |
Logarithmic level comparison for small deviation probabilities
Journal of Theoretical Probability | 2007-04-19 | Paper |
Logarithmic level comparison for small deviation probabilities
Journal of Theoretical Probability | 2007-02-14 | Paper |
Small ball probabilities for the Slepian Gaussian fields
Transactions of the American Mathematical Society | 2007-02-01 | Paper |
| High Dimensional Probability | 2006-12-27 | Paper |
An analysis of the last round matching problem
Journal of Mathematical Analysis and Applications | 2006-12-07 | Paper |
Large deviations for local times of stable processes and stable random walks in 1 dimension
Electronic Journal of Probability | 2006-11-03 | Paper |
Limiting behaviors for Brownian motion reflected on Brownian motion
Methods and Applications of Analysis | 2005-09-27 | Paper |
A functional LIL for stochastic integrals and the Lévy area process
Journal of Theoretical Probability | 2005-06-14 | Paper |
Small ball probabilities for Gaussian Markov processes under the \(L_p\)-norm.
Stochastic Processes and their Applications | 2004-09-22 | Paper |
Lower tail probabilities for Gaussian processes.
The Annals of Probability | 2004-09-15 | Paper |
Small deviations of stable processes via metric entropy
Journal of Theoretical Probability | 2004-08-06 | Paper |
| scientific article; zbMATH DE number 2078184 (Why is no real title available?) | 2004-07-07 | Paper |
Large and moderate deviations for intersection local times
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2004-03-11 | Paper |
The first exit time of a Brownian motion from an unbounded convex domain
The Annals of Probability | 2004-02-08 | Paper |
Quadratic functionals and small ball probabilities for the \(m\)-fold integrated Brownian motion
The Annals of Probability | 2004-02-08 | Paper |
| scientific article; zbMATH DE number 1894342 (Why is no real title available?) | 2003-10-15 | Paper |
A functional LIL for symmetric stable processes.
The Annals of Probability | 2003-05-06 | Paper |
A functional LIL and some weighted occupation measure results for fractional Brownian motion
Journal of Theoretical Probability | 2003-04-03 | Paper |
A normal comparison inequality and its applications
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2002-07-29 | Paper |
Capture time of Brownian pursuits
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2002-07-29 | Paper |
| Gaussian processes: Inequalities, small ball probabilities and applications | 2002-06-10 | Paper |
Approximation, metric entropy and small ball estimates for Gaussian measures
The Annals of Probability | 2002-03-03 | Paper |
Small ball probabilities for integrals of weighted Brownian motion
Statistics & Probability Letters | 2002-01-20 | Paper |
| scientific article; zbMATH DE number 1552485 (Why is no real title available?) | 2001-09-02 | Paper |
Small deviations for Gaussian Markov processes under the sup-norm
Journal of Theoretical Probability | 2001-05-21 | Paper |
| scientific article; zbMATH DE number 1485105 (Why is no real title available?) | 2001-02-28 | Paper |
Small ball estimates for Gaussian processes under Sobolev type norms
Journal of Theoretical Probability | 2000-03-13 | Paper |
| scientific article; zbMATH DE number 1301689 (Why is no real title available?) | 2000-02-28 | Paper |
A Gaussian correlation inequality and its applications to small ball probabilities
Electronic Communications in Probability | 2000-01-16 | Paper |
A Gaussian correlation inequality and its applications to small ball probabilities
Electronic Communications in Probability | 2000-01-16 | Paper |
Existence of small ball constants for fractional Brownian motions
Comptes Rendus de l'Académie des Sciences - Series I - Mathematics | 1999-10-14 | Paper |
| scientific article; zbMATH DE number 1149769 (Why is no real title available?) | 1999-03-14 | Paper |
| scientific article; zbMATH DE number 1123792 (Why is no real title available?) | 1998-10-01 | Paper |
| scientific article; zbMATH DE number 1149768 (Why is no real title available?) | 1998-05-07 | Paper |
Hypercontractivity and comparison of moments of iterated maxima and minima of independent random variables
Electronic Journal of Probability | 1998-03-08 | Paper |
Hypercontractivity and comparison of moments of iterated maxima and minima of independent random variables
Electronic Journal of Probability | 1998-03-08 | Paper |
Hypercontractivity and comparison of moments of iterated maxima and minima of independent random variables
Electronic Journal of Probability | 1998-03-08 | Paper |
Some remarks on the variation of curve length and surface area
Proceedings of the American Mathematical Society | 1996-12-12 | Paper |
Lim inf results for Gaussian samples and Chung's functional LIL
The Annals of Probability | 1996-10-29 | Paper |
| scientific article; zbMATH DE number 826124 (Why is no real title available?) | 1995-12-13 | Paper |
| scientific article; zbMATH DE number 772914 (Why is no real title available?) | 1995-07-12 | Paper |
Small ball probabilities for Gaussian processes with stationary increments under Hölder norms
Journal of Theoretical Probability | 1995-05-23 | Paper |
Gaussian samples approach ``smooth points slowest
Journal of Functional Analysis | 1994-12-20 | Paper |
| scientific article; zbMATH DE number 699482 (Why is no real title available?) | 1994-12-07 | Paper |
On the future infima of some transient processes
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1994-11-21 | Paper |
Metric entropy and the small ball problem for Gaussian measures
Journal of Functional Analysis | 1994-11-17 | Paper |
The Gaussian measure of shifted balls
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1994-07-24 | Paper |
| scientific article; zbMATH DE number 434652 (Why is no real title available?) | 1994-05-19 | Paper |
Small ball estimates for Brownian motion and the Brownian sheet
Journal of Theoretical Probability | 1993-10-03 | Paper |
How long does it take to see a flat Brownian path on the average?
Statistics & Probability Letters | 1993-05-16 | Paper |
| scientific article; zbMATH DE number 98167 (Why is no real title available?) | 1993-01-17 | Paper |
Limit theorems for the square integral of Brownian motion and its increments
Stochastic Processes and their Applications | 1993-01-16 | Paper |
Comparison results for the lower tail of Gaussian seminorms
Journal of Theoretical Probability | 1992-06-28 | Paper |
Lim inf results for the Wiener process and its increments under the \(L_ 2\)-norm
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1992-06-28 | Paper |
