Yizao Wang's Preprints and Publications
- A family of log-correlated Gaussian processes.
arxiv 2412.06615
- Limit theorems for random permutations induced by Chinese restaurant processes (with Jaime Garza).
arxiv 2412.02162
- A functional central limit theorem for weighted occupancy processes of Karlin model (with Jaime Garza).
arxiv 2412.02160
- A remarkable example on clustering of extremes for regularly-varying stochastic processes (with Shuyang Bai and Rafał Kulik).
arxiv 2409.17966
- Limit fluctuations of stationary measures of totally asymmetric simple exclusion processes with open boundaries on the coexistence line (with Włodzimierz Bryc and Joseph Najnudel).
arxiv 2407.20835
- From asymmetric simple exclusion processes with open boundaries to stationary measures of open KPZ fixed point: the shock region (with Zongrui Yang).
arxiv 2406.09252
- On the dual representations of Laplace transforms of Markov processes (with Alexey Kuznetsov).
Electronic Journal of Probability, 29(103), 1-22, 2024.
arxiv 2309.08024
- Askey-Wilson signed measures and open ASEP in the shock region (with Jacek Wesołowski and Zongrui Yang).
International Mathematics Research Notices, 2024(15), 11104-11134, 2024.
arxiv 2307.06574
- Fluctuations of random Motzkin paths II (with Włodzimierz Bryc).
Latin American Journal of Probability and Mathematical Statistics, 21, 73-94, 2024.
arxiv 2304.12975
- Limit theorems for random Motzkin paths near boundary (with with Włodzimierz Bryc).
Bernoulli, 30(3), 2185-2206, 2024.
arxiv 2304.00924
- A conditional scaling limit of the KPZ fixed point with height tending to infinity at one location (with Zhipeng Liu).
Electronic Journal of Probability, 29(30), 1-27, 2024.
arxiv 2208.12215
- From the asymmetric simple exclusion processes to the stationary measures of the KPZ fixed point on an interval (with Włodzimierz Bryc and Jacek Wesołowski).
Annales de l’Institut Henri Poincaré, Probabilités et Statistiques, 59(4), 2257-2284, 2023.
arxiv 2202.11869
- Tail processes for stable-regenerative multiple-stable model (with Shuyang Bai).
Bernoulli, 29(4), 3255-3279, 2023.
arxiv 2110.07499
- Phase transition for extremes of a family of stationary multiple-stable processes (with Shuyang Bai).
Annales de l’Institut Henri Poincaré, Probabilités et Statistiques, 60(3), 2157-2193, 2024.
arxiv 2110.07497
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An aggregated model for Karlin stable processes (with Yi Shen and Na Zhang).
Latin American Journal of Probability and Mathematical Statistics, 20, 1187-1210, 2023.
arxiv 2107.03822
- Markov processes related to the stationary measure for the open KPZ equation (with Włodzimierz Bryc, Alexey Kuznetsov and Jacek Wesołowski).
Probability Theory and related Fields, 185, 353-389, 2023.
arxiv 2105.03946
- Choquet random sup-measures with aggregations.
Extremes, 25, 25-54, 2022.
arxiv 2005.13383
- Phase transition for extremes of a stochastic model with long-range dependence and multiplicative noise (with Olivier Durieu).
Stochastic Processes and their Applications, 143, 55-88, 2022.
arxiv 2005.05001
- Simulations for Karlin random fields (with Zuopeng Fu).
Latin American Journal of Probability and Mathematical Statistics, 18, 167-192, 2021.
arxiv 2003.10790
- A functional non-central limit theorem for multi-stable processes with long-range dependence (with Shuyang Bai and Takashi Owada).
Stochastic Processes and their Applications, 130(9), 5768-5801, 2020.
arxiv 1902.00628
- Stable processes with stationary increments parameterized by metric spaces (with Zuopeng Fu).
Journal of Theoretical Probability, 33(3), 1737-1754, 2020.
arxiv 1812.10746
- Fluctuations of random Motzkin paths (with Włodzimierz Bryc).
Advances in Applied Mathematics, 106, 96-116, 2019.
arxiv 1807.10057
- Generalized operator-scaling random ball model (with Hermine Biermé and Olivier Durieu).
Latin American Journal of Probability and Mathematical Statistics, 15, 1401-1429, 2018.
arxiv 1807.00214
- Exchangeable random partitions from max-infinitely-divisible distributions (with Stilian Stoev).
Statistics and Probability Letters, 146, 50-56, 2019.
arxiv 1806.05317
- A family of random sup-measures with long-range dependence (with Olivier Durieu).
Electronic Journal of Probability, 23(107), 1-24, 2018.
arxiv 1804.07248
- Operator-scaling Gaussian random fields via aggregation (with Yi Shen).
Bernoulli, 26(1), 500-530, 2020.
arxiv 1712.08058
- From infinite urn schemes to self-similar stable processes (with Olivier Durieu and Gennady Samorodnitsky).
Stochastic Processes and their Applications, 130(4), 2471-2487, 2020.
arxiv 1710.08058
- From random partitions to fractional Brownian sheets (with Olivier Durieu).
Bernoulli, 25(2), 1412-1450, 2019.
arxiv 1709.00934
- Limit partitions for density of asymmetric simple exclusion processes with open boundaries (with Włodzimierz Bryc).
Annales de l’Institut Henri Poincaré, Probabilités et Statistiques, 55(4), 2169-2194, 2019.
arxiv 1707.07350
- Generalized random fields and Lévy's continuity theorem on the space of tempered distributions (with Hermine Biermé and Olivier Durieu).
Communications on Stochastic Analysis, 12(4), Article 4, 2018.
arxiv 1706.09326
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Dual representations of Laplace transforms of Brownian excursion and generalized meanders (with Włodzimierz Bryc).
Statistics and Probability Letters, 140, 77-83, 2018.
arxiv 1706.01578
- Extremal theory for long range dependent infinitely divisible processes (with Gennady Samorodnitsky).
Annals of Probability, 47(4), 2529-2562, 2019.
arxiv 1703.07496
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Extremes of $q$-Ornstein-Uhlenbeck processes.
Stochatic Processes and their Applications, 128(9), 2979-3005, 2018.
arxiv 1609.00338
- Large jumps of $q$-Ornstein-Uhlenbeck processes.
Statistics and Probability Letters, 118, 110-116, 2016.
arxiv 1603.09685
- The local structure of $q$-Gaussian processes (with Włodzimierz Bryc).
Probability and Mathematical Statistics, 36(2), 335-252, 2016.
arxiv 1511.06667
- From infinite urn schemes to decompositions of self-similar Gaussian processes (with Olivier Durieu).
Electronic Journal of Probability, 21(43), 1-23, 2016.
arxiv 1508.01506
- Invariance principles for operator-scaling Gaussian random fields (with Hermine Biermé and Olivier Durieu).
Annals of Applied Probability, 27(2), 1190-1234, 2017.
arxiv 1504.04891
- Limit theorems for weighted Bernoulli random fields under Hannan's condition (with Jana Klicnarová and Dalibor Volný).
Stochastic Processes and their Applications, 126(6), 1819-1838, 2016.
arxiv 1504.01419
- An invariance principle for stationary random fields under Hannan's condition (with Dalibor Volný).
Stochastic Processes and their Applications, 124(12), 4012-4029, 2014.
arxiv 1403.4613, Erratum, 2017
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Convergence to the maximum process of a fractional Brownian motion with shot noise.
Statistics and Probability letters, 90, 33-41, 2014.
arxiv 1402.2598
- Limiting distribution for the maximal standardized increment of a random walk (with Zakhar Kabluchko).
Stochastic Processes and their Applications, 124(9), 2824-2867, 2014.
arxiv 1211.3301
- On the convergence rates of some adaptive Markov chain Monte Carlo algorithms (with Yves Atchadé).
Journal of Applied Probability, 52(3), 811-825, 2015.
arxiv 1207.6779
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On the asymptotic normality of kernel density estimators for linear random fields
(with Michael Woodroofe).
Journal of Multivariate Analysis, 123, 201-213, 2014.
arxiv 1201.0238
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An invariance principle for fractional Brownian sheets.
Journal of Theoretical Probability, 27(4), 1124-1139, 2014.
arxiv 1109.5160
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Decomposability for stable processes
(with Parthanil Roy and Stilian Stoev).
Stochastic Processes and their Applications, 122(3), 1093-1109, 2012.
arxiv 1105.1765
- On the regular variation of ratios of jointly Fréchet random variables.
Extremes, 15(2), 175-196, 2012.
arxiv 1102.0771
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A new condition for the invariance principle for stationary random fields (with Michael Woodroofe).
Statistica Sinica, 23(4), 1673-1696, 2013.
arxiv 1101.5195
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Conditional sampling for max-stable random fields
(with Stilian Stoev).
Advances in Applied Probability, 43(2), 463-481, 2011.
arxiv 1005.0312;
maxLinear (an R package)
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Ergodic properties of sum- and max-stable stationary random fields via null and positive group actions
(with Parthanil Roy and Stilian Stoev).
Annals of Probability, 41(1), 206-228, 2013.
arxiv 0911.0610
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On the association of sum- and max- stable processes
(with Stilian Stoev).
Statistics and Probability Letters, 80, 480-488, 2010.
arxiv 0910.2069
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On the structure and representations of max-stable processes
(with Stilian Stoev).
Advances in Applied Probability, 42(3), 855-877, 2010.
arxiv 0903.3594
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Algorithms for infinitely many-armed bandits,
Supplemental material (with Jean-Yves Audibert and Rémi Munos).
Advances in Neural Information Processing Systems, 1729-1736, 2009.
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Modifications of UCT and sequence-like simulations for Monte-Carlo Go
(with Sylvain Gelly).
IEEE Symposium on Computational Intelligence and Games,
175-182, 2007.