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math.PR2023
Stable central limit theorem in total variation distance
Xiang Li, Lihu Xu, Haoran Yang
Under certain general conditions, we prove that the stable central limit theorem holds in the total variation distance and get its optimal convergence rate for all . Ou…
math.PR2023
Unadjusted Langevin Algorithms for SDEs with Hoelder Drift
Xiang Li, Feng-Yu Wang, Lihu Xu
Consider the following stochastic differential equation for on and its Euler-Maruyama (EM) approximation : \begin{align…