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math.PR2025
Density convergence on Markov diffusion chaos via Stein's method
Thanh Dang, Yaozhong Hu
We study the difference between the probability density of a random variable on Markov diffusion chaos and the probability density of a general target distribution . In the…
math.PR2024
Non-central limit of densities of some functionals of Gaussian processes
Solesne Bourguin, Thanh Dang, Yaozhong Hu
We establish the convergence of the densities of a sequence of nonlinear functionals of an underlying Gaussian process to the density of a Gamma distribution. The key idea of our w…