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20182023
most citedVariational Formulas of Asymptotic Variance for General Discrete-time Markov Chains

2 citations · 3 across the 6 of their papers we have counts for

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math.PR2023

Symmetry and functional inequalities for stable Lévy-type operators

Lu-Jing Huang, Tao Wang

In this paper, we provide the sufficient and necessary conditions for the symmetry of the following stable Lévy-type operator on : $$\mathcal{L}=a(x){Δ^{α…

math.PR2023

Uniqueness of the critical long-range percolation metrics

Jian Ding, Zherui Fan, Lu-Jing Huang

In this work, we study the random metric for the critical long-range percolation on . A recent work by Bäumler [3] implies the subsequential scaling limit, and our ma…

math.PR2021

Strict Kantorovich contractions for Markov chains and Euler schemes with general noise

Lu-Jing Huang, Mateusz B. Majka, Jian Wang

We study contractions of Markov chains on general metric spaces with respect to some carefully designed distance-like functions, which are comparable to the total variation and the…

math.PR2021

Variational principles for asymptotic variance of general Markov processes

Lu-Jing Huang, Yong-Hua Mao, Tao Wang

A variational formula for the asymptotic variance of general Markov processes is obtained. As application, we get a upper bound of the mean exit time of reversible Markov processes…

math.PR20202 cited

Variational Formulas of Asymptotic Variance for General Discrete-time Markov Chains

Lu-Jing Huang, Yong-Hua Mao

The asymptotic variance is an important criterion to evaluate the performance of Markov chains, especially for the central limit theorems. We give the variational formulas for the…

math.PR20201 cited

Approximation of heavy-tailed distributions via stable-driven SDEs

Lu-Jing Huang, Mateusz B. Majka, Jian Wang

Constructions of numerous approximate sampling algorithms are based on the well-known fact that certain Gibbs measures are stationary distributions of ergodic stochastic differenti…