Xinghu Jin

collaborators

2 papers

math.PR2022

An approximation to the invariant measure of the limiting diffusion of G/Ph/n+GI queues in the Halfin-Whitt regime and related asymptotics

Xinghu Jin, Guodong Pang, Lihu Xu +1

In this paper, we develop a stochastic algorithm based on the Euler--Maruyama scheme to approximate the invariant measure of the limiting multidimensional diffusion of $G / P h / n + G I$ …

math.ST2020

A generalized Catoni's $M$ -estimator under finite { $α$ -th moment assumption} with $α \in (1, 2)$

Peng Chen, Xinghu Jin, Xiang Li +1

We generalize the { $M$ -estimator} put forward by Catoni in his seminal paper [C12] to the case in which samples can have finite $α$ -th moment with $α \in (1, 2)$ rather than f…

An approximation to the invariant measure of the limiting diffusion of G/Ph/n+GI queues in the Halfin-Whitt regime and related asymptotics

A generalized Catoni's M-estimator under finite {α-th moment assumption} with α∈(1,2)

A generalized Catoni's $M$ -estimator under finite { $α$ -th moment assumption} with $α \in (1, 2)$