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87 papers · 1 filter
Semi-log-convexity of queues on
Huige Chen, Huaiqian Li
We solve the problem left in the recent paper by N. Gozlan et al [Potential Analysis 58, 2023, 123--158], establishing the semi-log-convexity of semigroups associated with ${\rm M}…
Littlewood--Paley--Stein Square Functions for the Fractional Discrete Laplacian on
Huaiqian Li, Liying Mu
We investigate the boundedness of ``vertical'' Littlewood--Paley--Stein square functions for the nonlocal fractional discrete Laplacian on the lattice , where the under…
Rates of convergence in the central limit theorem for the elephant random walk with random step sizes
Jérôme Dedecker, Xiequan Fan, Haijuan Hu +1
In this paper, we consider a generalization of the elephant random walk model. Compared to the usual elephant random walk, an interesting feature of this model is that the step siz…
Comparison theorem and stability under perturbation of transition rate matrices for regime-switching processes
Jinghai Shao
A comparison theorem for state-dependent regime-switching diffusion processes is established, which enables us to control pathwisely the evolution of the state-dependent switching…
Cramér's moderate deviations for martingales with applications
Xiequan Fan, Qi-Man Shao
Let be a sequence of martingale differences. Set and …
On Wasserstein-1 distance in the central limit theorem for elephant random walk
Xiaohui Ma, Mohamed El Machkouri, Xiequan Fan
Recently, the elephant random walk has attracted a lot of attentions. A wide range of literature is available for the asymptotic behavior of the process, such as the central limit…