Yizao Wang

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

Ph.D.: University of Michigan 2012

Probability theory, stochastic processes, and their applications

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

Grant: #DMS-2413604 Investigators:Buckingham, Robert; Guo, Xiaoqin; Peligrad, Magda; Wang, Yizao; Yen, Ju-Yi 05-01-2024 -04-30-2025 National Science Foundation Conference: Cincinnati Symposium on Probability 2024 Role:PI 48620.00 Active Level:Federal

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

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