Search Results - "Dai, Hongshuai"

Stationary distributions for two-dimensional sticky Brownian motions: Exact tail asymptotics and extreme value distributions by Dai, Hongshuai, Zhao, Yiqiang Q.

“…Sticky Brownian motions can be viewed as time-changed semimartingale reflecting Brownian motions, which find applications in many areas including queueing…”
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Optimal financing and dividend control in the dual model by Dai, Hongshuai, Liu, Zaiming

“…In this paper, we study the optimal financing and dividend control in the dual model. Under some constraints, we firstly construct two categories of suboptimal…”
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Tandem fluid queue with long-range dependent inputs: sticky behaviour and heavy traffic approximation by Dai, Hongshuai

“…Empirical studies have shown that traffic in communication networks exhibits long-range dependence. Cumulative network traffic is often thought to be well…”
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A note on operator self-similar Gaussian vector fields by Liu, Zaiming, Dai, Hongshuai

“…In this work, a general representation for an operator self-similar Gaussian vector field is obtained, and some properties are studied. It is also shown that…”
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A weak limit theorem for generalized multifractional Brownian motion by Dai, Hongshuai, Li, Yuqiang

“…We provide a result on an approximation to the generalized multifractional Brownian motion in the space of continuous functions on [0, 1]. The construction of…”
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Operator Fractional Brownian Motion and Martingale Differences by Dai, Hongshuai, Lee, June-Yung, Hu, Tien-Chung

“…It is well known that martingale difference sequences are very useful in applications and theory. On the other hand, the operator fractional Brownian motion as…”
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A queueing model with ON/OFF sources: approximation and stationarity by Dai, Hongshuai, Wu, Yanhua

“…Fractional Brownian motion approximation of queueing networks has been studied extensively. In the existing results related to this topic, the Hurst parameter…”
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STABLE SUB-GAUSSIAN MODELS CONSTRUCTED BY POISSON PROCESSES by 戴洪帅 李育强

“…In this paper, we first prove that one-parameter standard α-stable sub-Gaussian processes can be approximated by processes constructed by integrals based on…”
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A note on approximation to multifractional Brownian motion by Dai, HongShuai, Li, YuQiang

“…In this paper, we prove approximations of multifractional Brownian motions with moving-average representations and of those with harmonizable representations…”
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Random walks and subfractional Brownian motion by Dai, Hongshuai

“…In this paper we show an approximation in law to the subfractional Brownian motion with in the Skorohod topology. The construction of these approximations is…”
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Approximation to Multifractional Riemann-Liouville Brownian Sheet by Dai, Hongshuai

“…In this article, we first introduce multifrational Riemann-Liouville Brownian sheets. Then, we show a result of approximation in law of the multifractional…”
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Convergence rate in precise asymptotics for Davis law of large numbers by Kong, Lingtao, Dai, Hongshuai

“…Let {X,Xn,n≥1} be a sequence of i.i.d. random variables with E[X]=0 and E[X2]=σ2∈(0,∞), and set Sn=∑k=1nXk,n≥1. For any δ≥0, let…”
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On spectrally positive Lévy risk processes with Parisian implementation delays in dividend payments by Zhao, Xianghua, Dong, Hua, Dai, Hongshuai

“…In this note, we introduce a spectrally positive Lévy risk process with Parisian implementation delays in dividend payments, which means that the dividends can…”
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Convergence in Law to Operator Fractional Brownian Motions by Dai, Hongshuai

“…In this paper, we provide two approximations in law of operator fractional Brownian motions. One is constructed by Poisson processes, and the other generalizes…”
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Limit theorems for functionals of Gaussian vectors by Dai, Hongshuai, Shen, Guangjun, Kong, Lingtao

“…Operator self-similar processes, as an extension of self-similar processes, have been studied extensively. In this work, we study limit theorems for…”
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Carbon emission reduction effect of the low-carbon pilot policy in China: Mechanism testing and path identification by Wang, Kaike, Yin, Ru, Dai, Hongshuai, Wang, Shuhong

“…Since China's low-carbon pilot policy (LCPP) was launched in 2010, it has moved closer to accomplishing its carbon peak and neutrality targets. However, there…”
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Weak convergence to multifractional Brownian motion of Riemann-Liouville type in Besov spaces by Dai, Hongshuai

“…We study the weak convergence of the family of processes { V n ( t )} n ∈ℕ defined by where { θ n ( u )} n ∈ℕ is a family of processes converging in law to a…”
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The hybrid of semisupervised manifold learning and spectrum kernel for classification by Shen, Liang, Xu, Qingsong, Cao, Dongsheng, Liang, Yizeng, Dai, Hongshuai

“…Manifold learning classification, as an advanced semisupervised learning algorithm in recent years, has gained great popularity in a variety of fields…”
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Approximations of fractional Brownian motion by LI, YUQIANG, DAI, HONGSHUAI

“…Approximations of fractional Brownian motion using Poisson processes whose parameter sets have the same dimensions as the approximated processes have been…”
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Optimal dividend strategies in a dual model with capital injections by Dai, Hongshuai, Liu, Zaiming, Luan, Nana

“…We study three types of practical optimization problems faced by a firm that can control its liquid reserves by paying dividends and by issuing new equity. In…”
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