# Yizao Wang

## Associate Professor

## Associate Professor

### French Hall

4302

A&S Mathematical Sciences - 0025

## Professional Summary

Personal webpage http://homepages.uc.edu/~wangyz/

## Education

Ph.D.: University of Michigan 2012 (Statistics)

## Research and Practice Interests

Probability theory, stochastic processes, and their applications

## Research Support

Grant: #Grant #DMS-1832863 Investigators:Buckingham, Robert; Bryc, Wlodek; Yen, Ju-Yi Jen; Peligrad, Magda; Wang, Yizao 09-01-2018 -08-31-2019 National Science Foundation Cincinnati Symposium on Probability Theory and Applications Role:Co-PI $20,000.00 Completed Type:Grant

Grant: #W911NF-17-1-0006 Investigators:Wang, Yizao 12-05-2016 -12-04-2019 Department of the Army Research Laboratory From random partitions to self-similar processes Role:PI $357,789.00 Completed

Grant: #H98230-16-1-0322 Investigators:Wang, Yizao 09-14-2016 -09-13-2018 National Security Agency From random partitions to self-similar processes Role:PI $40,000.00 Completed

Grant: #N98230-14-1-0318 Investigators:Wang, Yizao 09-15-2014 -09-14-2016 National Security Agency Limit theorems for random fields Role:PI $40,000.00 Completed

Grant: #DMS-1441641 Investigators:Buckingham, Robert; Peligrad, Magda; Wang, Yizao; Yen, Ju-Yi 07-01-2014 -06-30-2015 National Science Foundation Cincinnati Symposium on Probability Theory and Applications 2014 Role:Collaborator $20,000.00 Completed

Grant: #URC Faculty 2012-13 Investigators:Wang, Yizao 05-01-2013 -06-30-2013 UC Limit Laws of Extreme Values Role:PI $8,000.00 Completed

Grant: #W911NF2010139 Investigators:Wang, Yizao 06-15-2020 -06-14-2023 Department of the Army Research Laboratory Advances in Extreme Value Theory with Long-Range Dependence Role:PI $84,229.00 Awarded Level:Federal

## Publications

### Peer Reviewed Publications

Wlodzimierz Bryc and Yizao Wang
(2019. )
*Limit fluctuations for density of asymmetric simple exclusion processes with open boundaries *.*Annales de l’Institut Henri Poincaré, Probabilités et Statistiques, *,
55
(4 )
,2169-2194

Olivier Durieu and Yizao Wang
(2019. )
*From random partitions to fractional Brownian sheets *.*Bernoulli, *,
25
(2 )
,1412-1450

Gennady Samorodnitsky and Yizao Wang
(2019. )
*Extremal theory for long range dependent infinitely divisible processes *.*Annals of Probability, *,
47
(4 )
,2529-2562

Stilian Stoev and Yizao Wang
(2019. )
*Exchangeable random partitions from max-infinitely-divisible distributions *.*Statistics and Probability Letters, *,
146 ,50

Wlodzimierz Bryc and Yizao Wang
(2019. )
*Fluctuations of random Motzkin paths *.*Advances in Applied Mathematics, *,
106 ,96-116

Wlodzimierz Bryc and Yizao Wang
(2018. )
*Dual representations of Laplace transforms of Brownian excursion and generalized meanders. **Statistics and Probability Letters, *,
140 ,77-83

Yizao Wang
(2018. )
*Extremes of q-Ornstein–Uhlenbeck processes. **Stochastic Processes and their Applications, *,
128
(9 )
,2979-3005

Olivier Durieu and Yizao Wang
(2018. )
*A new family of random sup-measures with long-range dependence *.*Electronic Journal of Probability, *,
23
(107 )
,1-24

Hermine Biermé, Olivier Durieu and Yizao Wang
(2018. )
*Generalized operator-scaling random ball model *.*Latin American Journal of Probability and Mathematical Statistics, *,
15 ,1401-1429

Hermine Biermé, Olivier Durieu and Yizao Wang
(2018. )
*Generalized random fields and Lévy's continuity theorem on the space of tempered distributions *.*Communications on Stochastic Analysis, *,
12
(4 )
,

Hermine Biermé, Olivier Durieu and Yizao Wang
(2017. )
*Invariance principles for operator-scaling Gaussian random fields *.*Annals of Applied Probability, *,
27
(2 )
,1190-1234

Dalibor Volny and Yizao Wang
(2017. )
*Erratum to “An invariance principle for stationary random fields under Hannan’s condition” [Stochastic Process. Appl. 124 (12) (2014) 4012–4029] *.*Stochastic Processes and their Applications, *,
127
(6 )
,2088-2091

Yizao Wang
(2016. )
*Large jumps of q-Ornstein–Uhlenbeck processes. **Statistics and Probability Letters, *,
118 ,110-116

Wlodzimierz Bryc and Yizao Wang
(2016. )
*The local structure of q-Gaussian processes. *.*Probability and Mathematical Statistics, *,
36
(2 )
,335-352

Olivier Durieu and Yizao Wang
(2016. )
*From infinite urn schemes to decompositions of self-similar Gaussian processes *.*Electronic Journal of Probability, *,
21
(43 )
,1-23

Jana Klicnarová, Dalibor Volný and Yizao Wang
(2016. )
*Limit theorems for weighted Bernoulli random fields under Hannan's condition *.*Stochastic Processes and their Applications, *,
126
(6 )
,1819-1838

Yves Atchadé and Yizao Wang
(2015. )
*On the convergence rates of some adaptive Markov Chain Monte Carlo algorithms *.*Journal of Applied Probability, *,
52
(3 )
,811-825

Yizao Wang and Michael Woodroofe
(2014. )
*Asymptotic normality of kernel density estimator for linear random fields *.*Journal of Multivariate Analysis, *,
123 ,201-213

Yizao Wang
(2014. )
*Convergence to the maximum process of a fractional Brownian motion with shot noise *.*Statistics and Probability Letters, *,
90 ,33-41

Zakhar Kabluchko and Yizao Wang
(2014. )
*Limiting distribution for the maximal standardized increment of a random walk *.*Stochastic Processes and their Applications, *,
124
(9 )
,2824-2867

Yizao Wang
(2014. )
*An invariance principle for fractional Brownian sheets *.*Journal of Theoretical Probability, *,
27
(4 )
,1124-1139

Dalibor Volny and Yizao Wang
(2014. )
*An invariance principle for stationary random fields under Hannan’s condition *.*Stochastic Processes and their Applications, *,
124
(12 )
,4012-4029

Yizao Wang, Parthanil Roy and Stilian Stoev
(2013. )
*Ergodic properties of sum- and max- stable stationary random fields via null and positive group actions *.*Annals of Probability, *,
41
(1 )
,206-228

Yizao Wang and Michael Woodroofe
(2013. )
*A new criteria for the invariance principle for stationary random fields.
Statistica Sinica *.*Statistica Sinica, *,
23
(4 )
,1673-1696

Yizao Wang, Stilian Stoev and Parthanil Roy
(2012. )
*Decomposability for stable processes *.*Stochastic Processes and their Applications, *,
122
(3 )
,1093-1109

Yizao Wang
(2012. )
*On the regular variation of ratios of jointly Frechet random variables *.*Extremes, *,
15
(2 )
,175-196

Yizao Wang and Stilian Stoev
(2011. )
*Conditional sampling for spectrally discrete max-stable random fields *.*Advances in Applied Probability, *,
43
(2 )
,463-481

Yizao Wang and Stilian Stoev
(2010. )
*On the association of sum- and max- stable processes *.*Statistics and Probability Letters, *,
80 ,480-488

Yizao Wang and Stilian Stoev
(2010. )
*On the structure and representations of max-stable processes *.*Advances in Applied Probability, *,
42
(3 )
,855-877

## Courses Taught

Probabilistic Aspect of Financial Modeling Level:Both

Stochastic Differential Equations Level:Graduate

Financial Mathematics Level:Undergraduate

Probability Level:Graduate

Actuarial Exam Preparation

Probability Level:Graduate

Actuarial Exam Preparation

Actuarial Exam Preparation

-MATH-1062 CALCULUS II Level:Undergraduate

Probability Level:Graduate

Actuarial Exam Preparation P/1 Level:Undergraduate

Actuarial Exam Preparation P/1 Level:Undergraduate

-MATH-1061 CALCULUS I

Calculus I Level:Undergraduate

Introduction to Probability Level:Undergraduate

Applied Probability and Stochastic Processes Level:Both

Advanced Stochastic Processes Level:Graduate

-MATH-1061 CALCULUS I Level:Undergraduate

-MATH-1061 CALCULUS I