5 papers · 1 filter
Optimal Sobolev Rate for Gaussian Density Approximation of Wiener Chaos Vectors
Huiping Chen, Yong Chen, Yong Liu
Let be a sequence of random vectors with identity covariance matrix whose components belong to the same fixed Wiener chaos, and assume that converges in law to a stan…
Ergodicity for Ginzburg-Landau equation with complex-valued space-time white noise on two-dimensional torus
Huiping Chen, Yong Chen, Yong Liu
We investigate the global well-posedness and ergodicity of the complex Ginzburg-Landau equation with a general nonlinear term on the two-dimensional torus, driven by complex-valued…
Berry-Esséen bound for complex Wiener-Itô integral
Huiping Chen, Yong Chen, Yong Liu
For complex multiple Wiener-Itô integral, we present Berry-Esséen upper and lower bounds in terms of moments and kernel contractions under the Wasserstein distance. As a corollary,…
An improved complex fourth moment theorem
Huiping Chen, Yong Chen, Yong Liu
For a series of univariate or multivariate complex multiple Wiener-Itô integrals, we appreciably improve the previously known contractions condition of complex Fourth Moment Theore…
Complex Wiener-Itô Chaos Decomposition Revisited
Yong CHEN, Yong LIU
In this article, some properties of complex Wiener-Itô multiple integrals and complex Ornstein-Uhlenbeck operators and semigroups are obtained. Those include Stroock's formula, Hu-…