Jianya Lu

activity

20202025

most citedAlmost sure invariance principle of

β -

mixing time series in Hilbert space

1 citations · 1 across the 5 of their papers we have counts for

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math.PR2022★ 1 cited

Almost sure invariance principle of $β -$ mixing time series in Hilbert space

Jianya Lu, Wei Biao Wu, Zhijie Xiao +1

Inspired by \citet{Berkes14} and \citet{Wu07}, we prove an almost sure invariance principle for stationary $β -$ mixing stochastic processes defined on Hilbert space. Our result can…

math.PR2021

Approximation to stochastic variance reduced gradient Langevin dynamics by stochastic delay differential equations

Peng Chen, Jianya Lu, Lihu Xu

We study in this paper a weak approximation to stochastic variance reduced gradient Langevin dynamics by stochastic delay differential equations in Wasserstein-1 distance, and obta…

math.PR2020

Central limit theorem and Self-normalized Cramér-type moderate deviation for Euler-Maruyama Scheme

Jianya Lu, Yuzhen Tan, Lihu Xu

We consider a stochastic differential equation and its Euler-Maruyama (EM) scheme, under some appropriate conditions, they both admit a unique invariant measure, denoted by $π$ and…

Almost sure invariance principle of β−mixing time series in Hilbert space

Approximation to stochastic variance reduced gradient Langevin dynamics by stochastic delay differential equations

Central limit theorem and Self-normalized Cramér-type moderate deviation for Euler-Maruyama Scheme

Almost sure invariance principle of $β -$ mixing time series in Hilbert space