1 citations · 2 across the 2 of their papers we have counts for
4 papers
Poisson equation on Wasserstein space and diffusion approximations for McKean-Vlasov equation
Yun Li, Fuke Wu, Longjie Xie
We consider the fully-coupled McKean-Vlasov equation with multi-time-scale potentials, and all the coefficients depend on the distributions of both the slow component and the fast…
Operator level limit of the circular Jacobi -ensemble
Yun Li, Benedek Valkó
We prove an operator level limit for the circular Jacobi -ensemble. As a result, we characterize the counting function of the limit point process via coupled systems of stochast…
Operator level hard-to-soft transition for -ensembles
Laure Dumaz, Yun Li, Benedek Valkó
The soft and hard edge scaling limits of -ensembles can be characterized as the spectra of certain random Sturm-Liouville operators. It has been shown that by tuning the paramet…
Solving A Class of Mean-Field LQG Problems
Yun Li, Qingshuo Song, Fuke Wu +1
In this work, we study a class of mean-field linear quadratic Gaussian (LQG) problems. Under suitable conditions, explicit solutions of the distribution-dependent optimal control p…