Wenbo V. Li

Articles in Scholarly Journals [Incomplete List]

  1. Optimal ellipsoids and decomposition of positive definite matrices
    Journal of Mathematical Analysis and Applications, vol. 331, no. 2, pp. 1452–1466, 2007
  2. Transactions of the American Mathematical Society, vol. 359, no. 03, pp. 1339–1351, 2007
  3. Logarithmic Level Comparison for Small Deviation Probabilities
    Journal of Theoretical Probability, vol. 19, no. 3, pp. 535–556, 2006
  4. Logarithmic Level Comparison for Small Deviation Probabilities
    Journal of Theoretical Probability, vol. 20, no. 1, pp. 1–23, 2006
  5. An analysis of the last round matching problem
    Journal of Mathematical Analysis and Applications, vol. 323, no. 2, pp. 1373–1382, 2006
  6. A Functional LIL for Stochastic Integrals and the Lévy Area Process
    Journal of Theoretical Probability, vol. 18, no. 2, pp. 261–290, 2005
  7. Large and moderate deviations for intersection local times
    Probability Theory and Related Fields, vol. 128, no. 2, pp. 213–254, 2004
  8. Small Deviations of Stable Processes via Metric Entropy
    Journal of Theoretical Probability, vol. 17, no. 1, pp. 261–284, 2004
  9. Quadratic functionals and small ball probabilities for the $m$-fold integrated Brownian motion
    The Annals of Probability, vol. 31, no. 2, pp. 1052–1077, 2003
  10. The first exit time of a Brownian motion from an unbounded convex domain
    The Annals of Probability, vol. 31, no. 2, pp. 1078–1096, 2003
  11. Journal of Theoretical Probability, vol. 15, no. 4, pp. 1007–1030, 2002
  12. A normal comparison inequality and its applications
    Probability Theory and Related Fields, vol. 122, no. 4, pp. 494–508, 2002
  13. Capture time of Brownian pursuits
    Probability Theory and Related Fields, vol. 121, no. 1, pp. 30–48, 2001
  14. Small ball probabilities for Gaussian Markov processes under the Lp-norm
    Stochastic Processes and their Applications, vol. 92, no. 1, pp. 87–102, 2001
  15. Small ball probabilities for integrals of weighted Brownian motion
    Statistics & Probability Letters, vol. 46, no. 3, pp. 211–216, 2000
  16. A functional LIL for symmetric stable processes
    The Annals of Probability, vol. 28, no. 1, pp. 258–276, 2000
  17. Gaussian Measures
    The Annals of Probability, vol. 27, no. 3, pp. 1556–1578, 1999
  18. Journal of Theoretical Probability, vol. 12, no. 3, pp. 699–720, 1999
  19. Journal of Theoretical Probability, vol. 12, no. 4, pp. 971–984, 1999
  20. Existence of small ball constants for fractional Brownian motions
    Comptes Rendus de l'Académie des Sciences - Series I - Mathematics, vol. 326, no. 11, pp. 1329–1334, 1998
  21. Proceedings of the American Mathematical Society, vol. 124, no. 03, pp. 859–868, 1996
  22. Small ball probabilities for Gaussian processes with stationary increments under Hölder norms
    Journal of Theoretical Probability, vol. 8, no. 2, pp. 361–386, 1995
  23. The Gaussian measure of shifted balls
    Probability Theory and Related Fields, vol. 98, no. 2, pp. 143–162, 1994
  24. On the future infima of some transient processes
    Probability Theory and Related Fields, vol. 99, no. 3, pp. 337–360, 1994
  25. Gaussian Samples Approach "Smooth Points" Slowest
    Journal of Functional Analysis, vol. 124, no. 2, pp. 333–348, 1994
  26. Metric Entropy and the Small Ball Problem for Gaussian Measures
    Journal of Functional Analysis, vol. 116, no. 1, pp. 133–157, 1993
  27. Small ball estimates for Brownian motion and the Brownian sheet
    Journal of Theoretical Probability, vol. 6, no. 3, pp. 547–577, 1993
  28. How long does it take to see a flat Brownian path on the average?
    Statistics & Probability Letters, vol. 16, no. 5, pp. 347–354, 1993
  29. Limit theorems for the square integral of Brownian motion and its increments
    Stochastic Processes and their Applications, vol. 41, no. 2, pp. 223–239, 1992
  30. Comparison results for the lower tail of Gaussian seminorms
    Journal of Theoretical Probability, vol. 5, no. 1, pp. 1–31, 1992
  31. Lim inf results for the Wiener process and its increments under theL 2-norm
    Probability Theory and Related Fields, vol. 92, no. 1, pp. 69–90, 1992