Xingyu Wang

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20242026

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Showing math.PRShow all

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math.PR2026

First-Exit Time Analysis for Truncated Heavy-Tailed Dynamical Systems

Xingyu Wang, Chang-Han Rhee

In this paper, we study the first-exit time of stochastic difference equation $X^{I^} \cdot_{j + 1} (x) = X^{I^} \cdot_{j} (x) + I^\cdot a (X^{I^} \cdot_{j} (x)) + I^\cdot I ¨ (X^{I^} \cdot_{j} (x)) Z_{j + 1}$ and its…

math.PR2024

Large Deviations and Metastability Analysis for Heavy-Tailed Dynamical Systems

Xingyu Wang, Chang-Han Rhee

This paper introduces novel frameworks for large deviations and metastability analysis in heavy-tailed stochastic dynamical systems. We develop and apply these frameworks within th…