Let{xn,n≥0}be a Markov chain with a countable state space S and let f(·)be a measurable function from S to R and consider the functionals of the Markov chain yn:=f(xn).We construct a new type of self-normalized ...Let{xn,n≥0}be a Markov chain with a countable state space S and let f(·)be a measurable function from S to R and consider the functionals of the Markov chain yn:=f(xn).We construct a new type of self-normalized sums based on the random-block scheme and establish a Crame′r-type moderate deviations for self-normalized sums of functionals of the Markov chain.展开更多
this paper,we study the exponential non-uniform Berry-Esseen bound for the maximum likelihood estimator of some time inhomogeneous diffusion process.As applications,the optimal uniform Berry-Esseen bound and optimal C...this paper,we study the exponential non-uniform Berry-Esseen bound for the maximum likelihood estimator of some time inhomogeneous diffusion process.As applications,the optimal uniform Berry-Esseen bound and optimal Cramer-type moderate deviations of the Ornstein-Uhlenbeck process andα-Brownian bridge can be obtained.The main methods are the change of measure method and asymptotic analysis technique.展开更多
In a one-way analysis-of-variance(ANOVA) model,the number of pairwise comparisons can become large even with a moderate number of groups.Motivated by this,we consider a regime with a growing number of groups and prove...In a one-way analysis-of-variance(ANOVA) model,the number of pairwise comparisons can become large even with a moderate number of groups.Motivated by this,we consider a regime with a growing number of groups and prove that,when testing pairwise comparisons,the Benjamini-Hochberg(BH) procedure can asymptotically control false discoveries,despite the fact that the involved t-statistics do not exhibit the wellknown positive dependence structure required for exact false discovery rate(FDR) control.Following Tukey's perspective that the difference between the means of any two groups cannot be exactly zero,our main result provides control over the directional false discovery rate and directional false discovery proportion.A key technical contribution of our work is demonstrating that the dependence among the t-statistics is sufficiently weak to establish the convergence result typically required for asymptotic FDR control.Our analysis does not rely on conventional assumptions such as normality,variance homogeneity,or a balanced design,thereby offering a theoretical foundation for applications in more general settings.展开更多
In this paper,we establish normalized and self-normalized Cramér-type moderate deviations for the Euler-Maruyama scheme for SDE.Due to our results,Berry-Esseen's bounds and moderate deviation principles are a...In this paper,we establish normalized and self-normalized Cramér-type moderate deviations for the Euler-Maruyama scheme for SDE.Due to our results,Berry-Esseen's bounds and moderate deviation principles are also obtained.Our normalized Cramér-type moderate deviations refine the recent work of Lu et al.(2022).展开更多
基金partially supported by Hong Kong Research Grants Council General Research Fund 14304917.Corresponding author.
文摘Let{xn,n≥0}be a Markov chain with a countable state space S and let f(·)be a measurable function from S to R and consider the functionals of the Markov chain yn:=f(xn).We construct a new type of self-normalized sums based on the random-block scheme and establish a Crame′r-type moderate deviations for self-normalized sums of functionals of the Markov chain.
基金supported by the NSFC(12101358,12471095)the Natural Science Foundation of Hubei Province in China(2024AFC020)the Fundamental Research Funds for the Central Universities,South-Central MinZu University(CZY23010)。
文摘this paper,we study the exponential non-uniform Berry-Esseen bound for the maximum likelihood estimator of some time inhomogeneous diffusion process.As applications,the optimal uniform Berry-Esseen bound and optimal Cramer-type moderate deviations of the Ornstein-Uhlenbeck process andα-Brownian bridge can be obtained.The main methods are the change of measure method and asymptotic analysis technique.
基金Weidong Liu was supported by National Natural Science Foundation of China(Grant No.11825104)Qi-Man Shao was supported by National Natural Science Foundation of China(Grant No.12031005)Shenzhen Outstanding Talents Training Fund of China.
文摘In a one-way analysis-of-variance(ANOVA) model,the number of pairwise comparisons can become large even with a moderate number of groups.Motivated by this,we consider a regime with a growing number of groups and prove that,when testing pairwise comparisons,the Benjamini-Hochberg(BH) procedure can asymptotically control false discoveries,despite the fact that the involved t-statistics do not exhibit the wellknown positive dependence structure required for exact false discovery rate(FDR) control.Following Tukey's perspective that the difference between the means of any two groups cannot be exactly zero,our main result provides control over the directional false discovery rate and directional false discovery proportion.A key technical contribution of our work is demonstrating that the dependence among the t-statistics is sufficiently weak to establish the convergence result typically required for asymptotic FDR control.Our analysis does not rely on conventional assumptions such as normality,variance homogeneity,or a balanced design,thereby offering a theoretical foundation for applications in more general settings.
基金supported by National Natural Science Foundation of China(Grant No.11971063)。
文摘In this paper,we establish normalized and self-normalized Cramér-type moderate deviations for the Euler-Maruyama scheme for SDE.Due to our results,Berry-Esseen's bounds and moderate deviation principles are also obtained.Our normalized Cramér-type moderate deviations refine the recent work of Lu et al.(2022).
