1 citations · 1 across the 5 of their papers we have counts for
6 papers
Optimal Gaussian approximation for complex Wiener-Itô integrals
Huiping Chen, Yong Chen, Yong Liu
We study density regularity and optimal Gaussian approximation for complex multiple Wiener-Itô integrals. We first give a kernel criterion for absolute continuity and derive explic…
Optimal Sobolev Rate for Gaussian Density Approximation of Wiener Chaos Vectors
Huiping Chen, Yong Chen, Yong Liu
Let be a sequence of random vectors with identity covariance matrix whose components belong to the same fixed Wiener chaos, and assume that converges in law to a stan…
Ergodicity for Ginzburg-Landau equation with complex-valued space-time white noise on two-dimensional torus
Huiping Chen, Yong Chen, Yong Liu
We investigate the global well-posedness and ergodicity of the complex Ginzburg-Landau equation with a general nonlinear term on the two-dimensional torus, driven by complex-valued…
Berry-Esséen bound for complex Wiener-Itô integral
Huiping Chen, Yong Chen, Yong Liu
For complex multiple Wiener-Itô integral, we present Berry-Esséen upper and lower bounds in terms of moments and kernel contractions under the Wasserstein distance. As a corollary,…
An improved complex fourth moment theorem
Huiping Chen, Yong Chen, Yong Liu
For a series of univariate or multivariate complex multiple Wiener-Itô integrals, we appreciably improve the previously known contractions condition of complex Fourth Moment Theore…
Optimal Rate of Convergence for Vector-valued Wiener-Ito Integral
Huiping Chen
We investigate the optimal rate of convergence in the multidimensional normal approximation of vector-valued Wiener-Ito integrals of which components all belong to the same fixed W…