6 papers · 1 filter
Hydrodynamic and Stochastic Limits of Space-Time Hawkes Processes
Fuqing Gao, Yingli Wang, Lingjiong Zhu
We study the large-scale behavior of critical and nearly critical space-time Hawkes processes initialized by a prescribed Poisson field of past events. The density of this initial…
Moderate Deviations for Nonlinear Hawkes Processes
Yingli Wang, Lingjiong Zhu
A Hawkes process is a simple point process whose intensity depends on its history; the resulting dynamics are generally non-Markovian. We establish a sample-path moderate deviation…
Sharp hypocoercive convergence estimates for underdamped Langevin dynamics with specular reflection
Hengrong Du, Qi Feng, Lingjiong Zhu
We study the underdamped (kinetic) Langevin dynamics confined to a bounded domain by specular reflection of the velocity at the boundary. This process is the…
An Eyring--Kramers Law for the Hypoelliptic Third-Order Langevin Diffusion
Yingli Wang, Lingjiong Zhu
We prove an Eyring--Kramers law for metastable transitions of the hypoelliptic third-order Langevin diffusion in the low-temperature limit. This diffusion is a three-level Markovia…
Weak Equilibrium Measures and Capacity--Hitting Identities for the Hypoelliptic Third-Order Langevin Diffusion
Ping He, Xiaodan Li, Yingli Wang +1
We construct weak equilibrium measures and weak capacities for the hypoelliptic third-order Langevin diffusion motivated by an accelerated sampling algorithm (Mou et al. (2021) \te…
Sampling non-log-concave densities via Hessian-free high-resolution dynamics
Xiaoyu Wang, Yingli Wang, Lingjiong Zhu
We study the problem of sampling from a target distribution on , where can be non-convex, via the Hessian-free high-resolution (HFHR) dyna…