2 citations · 4 across the 5 of their papers we have counts for
5 papers
Nonstandard limit theorems and large deviation for beta -Jacobi ensembles with a different scaling
Yutao Ma, Yong-Hua Mao, Siyu Wang
We consider -Jacobi ensembles with parameters We prove that the empirical measure of the rescaled Jacobi ensembles converges weakly to a modified Watcher law v…
Averaging principle for two time-scale regime-switching processes
Yong-Hua Mao, Jinghai Shao
This work studies the averaging principle for a fully coupled two time-scale system, whose slow process is a diffusion process and fast process is a purely jumping process on an in…
Convergence Rates in Uniform Ergodicity by Hitting Times and -exponential Convergence Rates
Yong-Hua Mao, Tao Wang
Generally the convergence rate in exponential ergodicity is an upper bound for the convergence rate in uniform ergodicity for a Markov process, that is . In th…
Variational formulas for the exit time of Hunt processes generated by semi-Dirichlet forms
Lu-Jing Huang, Kyung-Youn Kim, Yong-Hua Mao +1
Variational formulas for the Laplace transform of the exit time from an open set of a Hunt process generated by a regular lower bounded semi-Dirichlet form are established. While f…
Variational principles for the exit time of non-symmetric diffusions
Lu-Jing Huang, Kyung-Youn Kim, Yong-Hua Mao
In this paper we develop some new variational principles for the exit time of non-symmetric diffusions from a domain. As applications, we give some comparison theorems and monotoni…