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math.PR2026
Quantitative bounds for high dimensional entropic CLT
Chang-song Deng, Lin Wang, Lihu Xu
By extending the Johnson--Barron projection method from one dimension to high dimensions and utilizing a Wang type dimension-free Harnack inequality, we obtain a new quantitative b…
math.PR2024
Total variation distance between SDEs with stable noise and Brownian motion
Changsong Deng, Xiang Li, Rene L. Schilling +1
We consider a -dimensional stochastic differential equation (SDE) of the form , let be the solution if the driving noise is a -dimen…
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…