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- Chinese Academy of SciencesCN53 papers
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5 papers · 2 filters
Unified representation of formulas for single birth processes
Mu-Fa Chen, Yu-Hui Zhang
Based on a new explicit representation of the solution to the Poisson equation with respect to single birth processes, the unified treatment for various criteria on classical probl…
A note on spectral gap and weighted Poincaré inequalities for some one-dimensional diffusions
Michel Bonnefont, Aldéric Joulin, Yutao Ma
We present some classical and weighted Poincaré inequalities for some one-dimensional probability measures. This work is the one-dimensional counterpart of a recent study achieved…
On the Optimality in General Sense for Odd-Block Search
Mu-Fa Chen, Dan-Hua Huang
In his classical article[3](1953), J.Kiefer introduced the Fibonacci search as a direct optimal method. The optimality was proved under the restriction: the total number of tests i…
Harnack Inequality and Applications for Infinite-Dimensional GEM Processes
Shui Feng, Feng-Yu Wang
The dimension-free Harnack inequality and uniform heat kernel upper/lower bounds are derived for a class of infinite-dimensional GEM processes, which was introduced in \cite{FW} to…
Approximation of Invariant Measures for Regime-Switching Diffusions
Jianhai Bao, Jinghai Shao, Chenggui Yuan
In this paper, we are concerned with long-time behavior of Euler-Maruyama schemes associated with a range of regime-switching diffusion processes. The key contributions of this pap…