Yizao Wang

Yizao Wang

Associate Professor

Associate Professor

French Hall

4302

A&S Mathematical Sciences - 0025

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