Related papers: On the Poisson equation for Metropolis-Hastings ch…

We construct and study the stochastic force field generated by a Poisson distribution of sources at finite density, $x_1,x_2,\cdots$ in $\mathbb{R}^3$ each of them yielding a long range potential $Q_i\Phi(x-x_i)$ with possibly different…

In this paper, we prove a quantitative approximation result by orthonormal polynomials associated to an exponential weight of the form e -$\Phi$ , where $\Phi$ is an even polynomial with positive leading coefficient. This result is a…

We consider the rate of piecewise constant approximation to a locally stationary process $X(t),t\in [0,1]$, having a variable smoothness index $\alpha(t)$. Assuming that $\alpha(\cdot)$ attains its unique minimum at zero and satisfies the…

We study the asymptotic behavior of stochastic hyperbolic parabolic equations with slow and fast time scales. Both the strong and weak convergence in the averaging principe are established, which can be viewed as a functional law of large…

We develop a systematic method for solving the 3-loop $\Phi$-derivable approximation to the thermodynamics of the massless $\phi^4$ field theory. The method involves expanding sum-integrals in powers of $g^2$ and m/T, where g is the…

In this paper, we study the asymptotic behavior of a semi-linear slow-fast stochastic partial differential equation with singular coefficients. Using the Poisson equation in Hilbert space, we first establish the strong convergence in the…

Let $(\xi_n)_{n=0}^\infty$ be a nonhomogeneous Markov chain taking values from finite state-space of $\mathbf{X}=\{1,2,\ldots,b\}$. In this paper, we will study the generalized entropy ergodic theorem with almost-everywhere and…

Unidirectional flow is the simplest phenomenon of fluid mechanics. Its mathematical description, the Dirichlet problem for Poisson's equation in two dimensions with constant forcing, arises in many physical contexts, such as the torsion of…

We consider the compressible Navier-Stokes-Poisson equations in $\mathbb{R}^d$ ($d\geq2$), a classical model for barotropic compressible flows coupled with a self-consistent electrostatic potential. We show that the electrostatic coupling…

In this paper we use a Malliavin-Stein type method to investigate Poisson and normal approximations for the measurable functions of infinitely many independent random variables. We combine Stein's method with the difference operators in…

This paper concerns the asymptotic behavior of a random variable $W_\lambda$ resulting from the summation of the functionals of a Gibbsian spatial point process over windows $Q_\lambda \uparrow R^d$. We establish conditions ensuring that…

A deterministic sequence of real numbers in the unit interval is called \emph{equidistributed} if its empirical distribution converges to the uniform distribution. Furthermore, the limit distribution of the pair correlation statistics of a…

We derive consistency and asymptotic normality results for quasi-maximum likelihood methods for drift parameters of ergodic stochastic processes observed in discrete time in an underlying continuous-time setting. The special feature of our…

We elaborate the idea behind Markov chain Monte Carlo (MCMC) methods in a mathematically coherent, yet simple and understandable way. To this end, we proof a pivotal convergence theorem for finite Markov chains and a minimal version of the…

A solution of two-stage stochastic generalized equations is a pair: a first stage solution which is independent of realization of the random data and a second stage solution which is a function of random variables.This paper studies…

In this paper, we study the averaging principle and central limit theorem for multi-scale stochastic differential equations with state-dependent switching. To accomplish this, we first study the Poisson equation associated with a Markov…

This article provides an introduction to the asymptotic analysis of covariance parameter estimation for Gaussian processes. Maximum likelihood estimation is considered. The aim of this introduction is to be accessible to a wide audience and…

We study the accuracy of a scaled Poisson approximation to the weighted sum of independent Poisson random variables, focusing on in particular the relative error of the tail distribution. A bound on the relative approximation error is…

We establish an ordering criterion for the asymptotic variances of two consistent Markov chain Monte Carlo (MCMC) estimators: an importance sampling (IS) estimator, based on an approximate reversible chain and subsequent IS weighting, and a…

We establish an averaging principle on the real semi-axis for semi-linear equation \begin{equation}\label{eqAb1} x'=\varepsilon (\mathcal A x+f(t)+F(t,x))\nonumber \end{equation} with unbounded closed linear operator $\mathcal A$ and…