2 papers
math.PR2024
Asymptotic limit of fully coupled multi-scale non-linear stochastic system: the non-autonomous approximation method
Yuewen Hou, Yun Li, Longjie Xie
In this paper, we develop a novel argument, the non-autonomous approximation method, to seek the asymptotic limits of the fully coupled multi-scale McKean-Vlasov stochastic systems…
math.PR2023
Edge limits of truncated circular beta ensembles
Yun Li, Benedek Valkó
We study the scaling limit of the rank-one truncation of various beta ensemble generalizations of classical unitary/orthogonal random matrices: the circular beta ensemble, the real…