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Non-integrable Stable Approximation by Stein’s Method Journal article
Journal of Theoretical Probability, 2022,Volume: 35,Issue: 2,Page: 1137-1186
Authors:  Chen, Peng;  Nourdin, Ivan;  Xu, Lihu;  Yang, Xiaochuan;  Zhang, Rui
Favorite |  | TC[WOS]:0 TC[Scopus]:0 | Submit date:2022/05/13
Generalized Central Limit Theorem  Stein’s Method  Α-stable Approximation  
Central limit theorem and self-normalized Cramér-type moderate deviation for Euler-Maruyama scheme Journal article
Bernoulli, 2022,Volume: 28,Issue: 2,Page: 937-964
Authors:  Lu, Jianya;  Tan, Yuzhen;  Xu, Lihu
Favorite |  | TC[WOS]:0 TC[Scopus]:1 | Submit date:2022/05/13
Central Limit Theorem  Euler-maruyama Scheme  Self-normalized Cramér-type Moderate Deviation  Stein’s Method  Stochastic Differential Equation  
Approximation to Stochastic Variance Reduced Gradient Langevin Dynamics by Stochastic Delay Differential Equations Journal article
Applied Mathematics and Optimization, 2022,Volume: 85,Issue: 2
Authors:  Chen, Peng;  Lu, Jianya;  Xu, Lihu
Favorite |  | TC[WOS]:0 TC[Scopus]:0 | Submit date:2022/05/17
Malliavin Calculus  Refined Lindeberg Principle  Stochastic Delay Differential Equations (Sddes)  Stochastic Variance Reduced Gradient Langevin Dynamics (Svrg-ld)  Wasserstein-1 Distance  
Scaling limit of a directed polymer among a Poisson field of independent walks Journal article
Journal of Functional Analysis, 2021,Volume: 281,Issue: 5
Authors:  Shen, Hao;  Song, Jian;  Sun, Rongfeng;  Xu, Lihu
Favorite |  | TC[WOS]:0 TC[Scopus]:0 | Submit date:2021/12/08
Directed Polymer  Poisson Random Walks  Stochastic Heat Equation  
Large deviations of the entropy production rate for a class of Gaussian processes Journal article
Journal of Mathematical Physics, 2021,Volume: 62,Issue: 5
Authors:  Budhiraja, Amarjit;  Chen, Yong;  Xu, Lihu
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LARGE DEVIATION PRINCIPLE OF OCCUPATION MEASURES FOR NON-LINEAR MONOTONE SPDES Journal article
SCIENCE CHINA Mathematics, 2021,Volume: 64,Issue: 4,Page: 799-822
Authors:  RAN WANG;  JIE XIONG;  LIHU XU
Favorite |  | TC[WOS]:3 TC[Scopus]:0 | Submit date:2019/07/30
Stochastic Partial Differential Equations  Irreducibility  Hyper-exponential Recurrence  Large Deviation Principle  Occupation Measure  Strong Feller  
Large deviation for two-time-scale stochastic burgers equation Journal article
Stochastics and Dynamics, 2020,Volume: 21,Issue: 5
Authors:  Sun,Xiaobin;  Wang,Ran;  Xu,Lihu;  Yang,Xue
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Large Deviation  Slow-fast  Stochastic Burgers Equation  Weak Convergence  
Stein’s Method for Asymmetric α -stable Distributions, with Application to the Stable CLT Journal article
Journal of Theoretical Probability, 2020,Volume: 34,Issue: 3,Page: 1382-1407
Authors:  Chen,Peng;  Nourdin,Ivan;  Xu,Lihu
Favorite |  | TC[WOS]:1 TC[Scopus]:1 | Submit date:2021/03/11
Asymmetric Α-stable Distribution  Fractional Laplacian  Leave-one-out Approach  Normal Attraction  Stable Central Limit Theorem  Stein’s Method  
Approximation to stable law by the Lindeberg principle Journal article
Journal of Mathematical Analysis and Applications, 2019,Volume: 480,Issue: 2
Authors:  Chen,Peng;  Xu,Lihu
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A Kolmogorov forward equation  Asymmetric α-stable distribution  Stable central limit theorem  The Lindeberg principle  
Multivariate approximations in Wasserstein distance by Stein’s method and Bismut’s formula Journal article
Probability Theory and Related Fields, 2019,Volume: 174,Issue: 3-4,Page: 945–979
Authors:  Xiao Fang;  Qi-Man Shao;  Lihu Xu
Favorite |  | TC[WOS]:0 TC[Scopus]:8 | Submit date:2019/07/19
Bismut's Formula  Multivariate Approximation  Rate Of Convergence  Stein’s Method  Wasserstein Distance  Langevin Algorithm  Malliavin Calculus