Publications and Preprints

A Gaussian expectation product inequality (with Z. Liu and Z. Wang, link)
to appear in Statistics and Probability Letters (2017).

On the longest runs in Markov chains (with Z. Liu, link)
to appear in Probability and Mathematical Statistics (2017).

An optimal relation between small deviations and large deviations (link)
to appear in Advances in Mathematics (China) (2017).

A general large deviation principle for longest runs (with Z. Liu, link)
Statistics and Probability Letters, 110, 128132, (2016).

Large deviations for Bernstein bridges (with N. Privault and J. Zambrini, link)
Stochastic Processes and their Applications, 126, 5, 12851305, (2016).

Laplace transform asymptotics and large deviation principles for longest success runs in Bernoulli trials (with T. Konstantopoulos and Z. Liu, link)
Journal of Applied Probability, 53, 3, 747764, (2016).

On the large deviation principle of generalized Brownian bridges (link)
Journal of Mathematical Analysis and Applications, 430, 2, 845856 (2015).

Exact upper tail probabilities of random series (link)
Statistics and Probability Letters, 99, 1319 (2015).

Upper tail probabilities of integrated Brownian motions, (with F. Gao, link)
Science China  Mathematics, 58, 5, 10911100 (2015).

FeynmanKac formula for Levy processes and semiclassical (Euclidean) momentum representation, (with N. Privault and J. Zambrini, link)
Markov Processes and Related Fields, 20, 3, 577600 (2014).

Probabilities of hitting a convex hull (with Z. Liu, link)
Comptes Rendus Mathematique, 352, 11, 935940 (2014).

Conditional persistence of Gaussian random walks (with F. Gao and Z. Liu, link)
Electronic Communications in Probability, 19, no.70, (2014).

Large deviations for Markov bridges with jumps (link)
Journal of Mathematical Analysis and Applications, 416, 1, 112 (2014).

Precise large deviations for OrnsteinUhlenbeck processes (link)
Kodai Mathematical Journal, 36, 3, 527535 (2013).

Comparisons for the large deviation probabilities of random series (with F. Gao and Z. Liu, link)
Journal of the Korean Statistical Society, 42, 4, 443450 (2013).

Limit theorems with asymptotic expansions for stochastic processes (link)
Stochastic Processes and their Applications, 123, 131155 (2013).

An elementary proof of the lower bound of Cramer theorem in R^d (link)
Statistics and Probability Letters, 82, 2, 291294 (2012).

Integral Convergence Related to Weak Convergence of Measures (link)
Applied Mathematical Sciences, 5, 56, 27752779 (2011).

Integration with respect to fractional local time with Hurst index (1/2, 1) (with L. Yan and J. Liu, link)
Potential Analysis, 30, 2, 115138 (2009).

Pvariation of an integral functional driven by fractional Brownian motions (with L. Yan, link)
Statistics and Probability Letters, 78, 9, 11481157 (2008).

Some remarks on local timespace calculus (with L. Yan, link)
Statistics and Probability Letters, 77, 16, 16001607 (2007).