Wenbo V. Li

  • A generic method for problems of random assignment type. In preparation.
  • Moment bounds for truncated random variables (with Q. Liu),
  • On a family of Gaussian processes and the positivity exponent of random polynomials, (with Q. Shao).
  • A note on small value probability for intersection local times, (with X. Chen).
  • Independent constants and some Gaussian inequalities.
  • On solutions of $Ax=1/x$ for a positive semi-definite matrix $A$, (with Y. Leung and Rakesh),
  • Gaussian integrals for absolute value functions. (with Ang Wei).
  • Expected lengths of minimum spanning trees for non-identical edge distributions, (with X. Zhang),
  • The d-th linear polarization constant of $R^d$, (with Y. Leung and Rakesh), to appear in Journal of Functional Analysis.
  • On the expected number of zeros of random harmonic polynomials, (with Ang Wei), Proceedings of the American Mathematical Society, Vol 137, 195-204, (2009).
  • On the difference of expected lengths of minimum spanning tree, (with X. Zhang), to appear in Combinatorics, Probability and Computing.
  • Spectral analysis of Brownian motion with jump boundary, (with Y. Leung and Rakesh), Proceedings of the American Mathematical Society. Vol 136, 4427-4436, (2008).
  • Metric entropy of high dimensional distributions and small deviation probability of Brownian sheets, (with R. Blei and F. Gao), Proceedings of the American Mathematical Society, Vol 135, 4009-4018, (2007).
  • Optimal ellipsoids and decomposition of positive definite matrices, (with Y. Leung and Rakesh), Journal of Mathematical Analysis and Applications, Vol 331, 1452-1466, (2007).
  • Small deviation probabilities for Slepian Gaussian random fields, (with F. Gao), Transactions of the American Mathematical Society, Vol 359, 1339-1350, (2007).
  • Logarithmic Level Comparison for small deviation probabilities, (with F. Gao), Journal of Theoretical Probability, Vol 19, 535-556, (2006).
  • An analysis of the last round matching problem, (with F. Liu and X. Shi), Journal of Mathematical Analysis and Applications, Vol 323, no. 2, 1373--1382, (2006).
  • Large deviations for local times of stable processes and stable random walks in $1$ dimension, (with X. Chen and J. Rosen), {\it Electronic Journal of Probability} Vol. 10, Paper no. 16, 577-608, (2005).
  • A functional LIL for stochastic integrals and the Levy area process, (with J. Kuelbs), Journal of Theoretical Probability, Vol 18, 261-290, (2005).
  • Recent developments on lower tail probabilities for Gaussian processes, (with Q. Shao), COSMOS, the Journal of the Singapore National Academy of Science, Vol. 1, 95-106, (2005).
  • Lower tail probabilities of Gaussian processes, (with Q. Shao), Annals of Probability, Vol 32, 216-242, (2004).
  • Small deviations of stable processes via metric entropy, (with W. Linde), Journal of Theoretical Probability, Vol 17, 261-284, (2004).
  • Large and moderate deviations for intersection local times, (with X. Chen), Probability Theory and Related Fields, Vol 128, 213-254, (2004).
  • Small deviation estimates for some additive processes, (with X. Chen), Progress in Probability}, Vol 55, 225-238, (2003).
  • The first exit time of Brownian motion from unbounded convex domain, Annals of Probability, Vol. 31, 1078-1096, (2003).
  • Quadratic functionals and small ball probabilities for the m-fold integrated Brownian motion, (with X. Chen), Annals of Probability, Vol. 31, 1052-1077, (2003).
  • Limiting behaviors for Brownian motion reflected on Brownian motion, (with X. Chen), Methods and Applications of Analysis, Vol 9, 377-392, (2002).
  • A normal comparison inequality and its applications, (with Q. Shao), Probability Theory and Related Fields. Vol. 122, 494-508, (2002).
  • A functional LIL and some weighted occupation measure results for fractional Brownian motion, (with J. Kuelbs), Journal of Theoretical Probability, Vol 15, 1007-1030, (2002).
  • Capture time of Brownian persuits, (with Q. Shao), Probability Theory and Related Fields, Vol. 121, 30-48, (2001).
  • Small ball probabilities for Gaussian Markov processes under the $L_p$-norm, Stochastic Processes and Their Applications. Vol 92, 87-102, (2001).
  • Gaussian processes: Inequalities, small ball probabilities and applications (with Qi-Man Shao), Stochastic processes: Theory and methods, Handbook of Statistics, Vol. 19, Edited by C.R. Rao and D. Shanbhag, 533-598, Elsevier, New York (2001).
  • Localization of Majorizing Measures, (with B. B\"uhler and W. Linde), Asymptotic Methods in Probability and Statistics with Applications, 81-100, Birkhauser (2001).
  • A functional LIL for symmetric stable processes, (with X. Chen and J. Kuelbs), Ann. Probab. Vol 28, 258-276, (2000).
  • A note on the Gaussian correlation conjecture, (with Q. Shao), Progress in Probability, Vol. 47, 163-171, Birkh\"auser (2000).
  • Metric Entropy of Convex Hulls in Hilbert spaces, (with W. Linde). Studia Mathematica. Vol. 139, 29-45, (2000).
  • Small Ball Probabilities of Integrals of Weighted Brownian Motion, (with T. Dunker and W. Linde), Stat. and Prob. Letters. Vol. 46, 211-216, (2000).
  • Approximation, Metric Entropy and Small Ball Estimates for Gaussian Measures, (with W. Linde), Ann. Probab. Vol. 27, 1556-1578, (1999).
  • A Gaussian correlation inequality and its applications to small ball probabilities. Electronic Commun. in Probab. Vol. 4, 111-118, (1999).
  • Small Deviations for Gaussian Markov Processes under the sup-norm. Journal of Theoretical Probability, Vol. 12, 971-984, (1999).
  • Small ball estimates for Gaussian processes under Sobolov type norm, (with Q. Shao). Journal of Theoretical Probability, Vol 12, 699-720, (1999).
  • A lim inf result for the Brownian motion, in Asymptotic Methods in Probability and Statistics, edited by B. Szyszkowicz. page 281-292, North-Holland, Amsterdam. (1998)
  • Random walks on rooted trees, (with F. Lazebnik and R. Martin), The Bulletin of the Institute of Combinatorics and its Applications, Vol. 22 59-66, (1998).
  • A central limit theorem for the sock--sorting problem, (with G. Pritchard), Progress in Probability, Vol. 43, 245-248, Birkh\"auser (1998).
  • Hypercontractivity and comparison of moments of iterated maxima and minima of independent random variables, (with P. Hitczenko, S. Kwapien, G. Schechtman, T. Schlumprecht and J. Zinn), Electronic Journal of Probability Vol. 3, Paper no. 2, 1-26, (1998).
  • Some shift inequalities for Gaussian measures, (with J. Kuelbs), Progress in Probability, Vol. 43, 233-243, Birkh\"auser (1998).
  • Existence of Small Ball Constants for Fractional Brownian Motions, (with W. Linde), C.R. Acad. Sci. Paris, Vol. 326, 1329-1334, (1998).
  • Some remarks on the variation of curve length and surface area (with J. Kuelbs), Proceedings of American Mathematical Society, Vol. 124, 859-867, (1996).
  • An extension of Ehrhard's Theorem. (with J. Kuelbs), Interaction Between Functional Analysis, Harmonic Analysis, and Probability. Lecture notes in pure and applied mathematics. Vol. 175, 291-300, (1995).
  • Small ball probabilities for Gaussian processes with stationary increments under Holder norms. (with J. Kuelbs and Q. Shao), Journal of Theoretical Probability, Vol. 8, 361-386, (1995).
  • Lim inf results for Gaussian samples and Chung's functional LIL. (with J. Kuelbs and M. Talagrand), Annals of Probability, Vol. 22, 1879-1903, (1994).
  • Gaussian samples approach `smooth points' slowest. (with J. Kuelbs), Journal of Functional Analysis, Vol. 124, 333-348. (1994).
  • Some large deviation results for Gaussian measures. (with J. Kuelbs), Progress in Probability, Vol. 35, 251-270, Birkhauser (1994).
  • On the future infima of some transient processes. (with D. Khoshnevisan and T. Lewis), Probability Theory and Related Fields, Vol. 99, 337-360. (1994).
  • The Gaussian measure of shifted balls. (with J. Kuelbs and W. Linde), Probability Theory and Related Fields, Vol. 98, 143-162, (1994).
  • Small ball problems for non-centered Gaussian measures. (with W. Linde), Probability and Mathematical Statistics, Vol. 14, Fasc.2, 231-251. (1993).
  • Metric entropy and the small ball problem for Gaussian measures. (with J. Kuelbs), Journal of Functional Analysis, Vol. 116, 133-157. (1993).
  • Small ball estimates for Brownian motion and the Brownian sheet, (with J. Kuelbs), Journal of Theoretical Probability, Vol. 6, 547-577. (1993).
  • How long does it take to see a flat Brownian path on the average? (with T. Lewis), Statistics and Probability Letters, Vol. 16, 347-354, (1993).
  • Metric entropy and the small ball problem for Gaussian measures. (with J. Kuelbs), C.R. Acad. Sci. Paris, Vol. 315, 845-850, (1992).
  • On the lower tail of Gaussian measures on $l_p$. Progress in Probability, Vol. 30, 106-117, (1992).
  • Limit theorems for the square integral of Brownian motion and its increments. Stochastic Processes and Their Applications, Vol. 41, 223-239, (1992).
  • Lim inf results for the Wiener process and its increments under the $L_2$-norm. Probability Theory and Related Fields, Vol. 92, 69-90, (1992).
  • Comparison results for the lower tail of Gaussian seminorms. Journal of Theoretical Probability, Vol. 5, 1-31, (1992).
    • Last modified July. 2000 by Wenbo V. Li,
    wli@math.udel.edu