40 citations · 292 across the 28 of their papers we have counts for
5 papers · 1 filter
Stein's method, Gaussian processes and Palm measures, with applications to queueing
A. D. Barbour, Nathan Ross, Guangqu Zheng
We develop a general approach to Stein's method for approximating a random process in the path space by a real continuous Gaussian process. We then use the approa…
Quantitative central limit theorems for the parabolic Anderson model driven by colored noises
David Nualart, Panqiu Xia, Guangqu Zheng
In this paper, we study the spatial averages of the solution to the parabolic Anderson model driven by a space-time Gaussian homogeneous noise that is colored in time and space. We…
A simplified second-order Gaussian Poincaré inequality in discrete setting with applications
Peter Eichelsbacher, Benedikt Rednoß, Christoph Thäle +1
In this paper, a simplified second-order Gaussian Poincaré inequality for normal approximation of functionals over infinitely many Rademacher random variables is derived. It is bas…
Stein's method, smoothing and functional approximation
A. D. Barbour, Nathan Ross, Guangqu Zheng
Stein's method for Gaussian process approximation can be used to bound the differences between the expectations of smooth functionals of a càdlàg random process of interest…
The hyperbolic Anderson model: Moment estimates of the Malliavin derivatives and applications
Raluca M. Balan, David Nualart, Lluís Quer-Sardanyons +1
In this article, we study the hyperbolic Anderson model driven by a space-time \emph{colored} Gaussian homogeneous noise with spatial dimension . Under mild assumptions, we…