UC College of Arts & SciencesUniversity of Cincinnati

UC College of Arts & Sciences

Mathematical Sciences

< Back to list

Yizao Wang

Title: Assistant Professor
Office: 4302 French Hall
Tel: 513-556-4099
Email: yizao.wang@uc.edu
Web: http://homepages.uc.edu/~wangyz/

Education

  • Ph.D., University of Michigan, 2012 (Statistics).

Research Information

Research Interests

Limit theorems, extreme value theory, stable and max-stable processes, random fields.

Research Support

  • (PI), Wang, Yizao, Limit theorems for random fields, National Security Agency. (N98230-14-1-0318), $20,000.00. 09/15/2014 to 09/14/2016. Status: Awarded.
  • (Collaborator), Buckingham, Robert; Peligrad, Magda; Wang, Yizao; Yen, Ju-Yi, Cincinnati Symposium on Probability Theory and Applications 2014, National Science Foundation. (DMS-1441641), $20,000.00. 07/01/2014 to 06/30/2015. Status: Awarded.
  • (PI), Wang, Yizao, Limit Laws of Extreme Values, UC's University Research Council. (URC Faculty 2012-13), $8,000.00. 05/01/2013 to 06/30/2013. Status: Active.
  • (PI), Wang, Yizao, From random partitions to self-similar processes, National Security Agency. (H98230-16-1-0322), $20,000.00. 09/14/2016 to 09/13/2017. Status: Active.
  • (PI), Wang, Yizao, From random partitions to self-similar processes, Department of the Army Research Laboratory. (W911NF-17-1-0006), $119,563.00. 12/05/2016 to 12/04/2019. Status: Awarded.

Publications

Peer-reviewed Publications

  • 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.

Experience & Service

Work Experience

  • 2012 to Present, Assistant Professor, Department of Mathematical Sciences, University of Cincinnati.

Courses Taught

  • Probability
    Probability
    Level: Graduate
    Term: 16SS

  • Actuarial Exam Preparation
    Actuarial Exam Preparation
    Term: 16SS

  • Actuarial Exam Preparation
    Actuarial Exam Preparation
    Term: 16FS

  • -MATH-1062 CALCULUS II
    Level: Undergraduate
    Term: 16FS

  • Probability
    Probability
    Level: Graduate
    Term: 15SS

  • Actuarial Exam Preparation P/1
    Actuarial Exam Preparation P/1
    Level: Undergraduate
    Term: 15SS

  • Actuarial Exam Preparation P/1
    Actuarial Exam Preparation P/1
    Level: Undergraduate
    Term: 15FS

  • -MATH-1061 CALCULUS I
    Term: 15FS

  • Calculus I
    Calculus I
    Level: Undergraduate
    Term: 14FS

  • Introduction to Probability
    Introduction to Probability
    Level: Undergraduate
    Term: 14FS

  • Applied Probability and Stochastic Processes
    Applied Probability and Stochastic Processes
    Level: Both
    Term: 13FS

  • Advanced Stochastic Processes
    Advanced Stochastic Processes
    Level: Graduate
    Term: 13FS

  • -MATH-1061 CALCULUS I
    Level: Undergraduate
    Term: 13FS

  • -MATH-1061 CALCULUS I
    Term: 12W