2 papers
math.ST2026
Unbiased Derivative Estimation for Stationary Mean of Parameterized Markov chains
Jeffrey Wang, Chang-han Rhee
We propose a new approach to unbiased estimation of the gradients of the stationary means associated with parametrized families of Markov chains. Our estimators are particularly ef…
math.PR2024
Large Deviations and Metastability Analysis for Heavy-Tailed Dynamical Systems
Xingyu Wang, Chang-Han Rhee
This paper introduces novel frameworks for large deviations and metastability analysis in heavy-tailed stochastic dynamical systems. We develop and apply these frameworks within th…