36 citations · 143 across the 56 of their papers we have counts for
5 papers · 2 filters
Large deviation for two-time-scale stochastic Burgers equation
Xiaobin Sun, Ran Wang, Lihu Xu +1
A Freidlin-Wentzell type large deviation principle is established for stochastic partial differential equations with slow and fast time-scales, where the slow component is a one-di…
Stein's method for asymmetric -stable distributions, with application to the stable CLT
Peng Chen, Ivan Nourdin, Lihu Xu
This paper is concerned with the Stein's method associated with a (possibly) asymmetric -stable distribution , in dimension one. More precisely, its goal is twofold. In the f…
Approximation to the stable law by Lindeberg principle
Peng Chen, Lihu Xu
By the Lindeberg principle, we develop in this paper an approximation to one dimensional (possibly) asymmetric -stable distributions with in the smooth Wasserstein…
Singular integrals of stable subordinator
Lihu Xu
It is well known that for and for . Since can be taken as an -stable subordin…
Multivariate approximations in Wasserstein distance by Stein's method and Bismut's formula
Xiao Fang, Qi-Man Shao, Lihu Xu
Stein's method has been widely used for probability approximations. However, in the multi-dimensional setting, most of the results are for multivariate normal approximation or for…