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math.PR2019
Geometric ergodicity of Langevin dynamics with Coulomb interactions
Yulong Lu, Jonathan C. Mattingly
This paper is concerned with the long time behavior of Langevin dynamics of {\em Coulomb gases} in with , that is a second order system of Brownian particle…
math.PR2018
On the rate of convergence of empirical measure in Wasserstein distance for unbounded density function
Anning Liu, Jian-Guo Liu, Yulong Lu
We consider a sequence of identically independently distributed random samples from an absolutely continuous probability measure in one dimension with unbounded density. We establi…