Zobrazeno 1 - 10
of 261
pro vyhledávání: '"Dung Nguyen-Tien"'
In this paper, we establish non-uniform Berry-Esseen bounds by means of the Malliavin-Stein method. Applications to the multiple Wiener-It\^o integrals and the exponential functionals of Brownian motion are given to illustrate the theory.
Commen
Commen
Externí odkaz:
http://arxiv.org/abs/2409.01550
Autor:
Dung, Nguyen Tien, Hang, Nguyen Thu
In this paper, we first establish general bounds on the Fisher information distance to the class of normal distributions of Malliavin differentiable random variables. We then study the rate of Fisher information convergence in the central limit theor
Externí odkaz:
http://arxiv.org/abs/2408.09797
Autor:
Dung, Nguyen Tien
In this paper, based on the techniques of Malliavin calculus, we provide some new concentration inequalities for the running supremum of the It\^o stochastic integral with unbounded integrands. Several applications and examples are provided as well.<
Externí odkaz:
http://arxiv.org/abs/2310.18699
Autor:
Dung, Nguyen Tien
In this note, by employing a nice property of semicircular distributions, we derive some identities for the Narayana polynomial and its derivatives.
Comment: 5 pages
Comment: 5 pages
Externí odkaz:
http://arxiv.org/abs/2206.08949
Autor:
Dung, Nguyen Tien
We develop a general method to study the Fisher information distance in central limit theorem for nonlinear statistics. We first construct completely new representations for the score function. We then use these representations to derive quantitative
Externí odkaz:
http://arxiv.org/abs/2205.14446
Autor:
Dung Nguyen Tien, My Duong Tra, Chinh Nguyen Thuy, Dai Nguyen Quy, Hieu Vu Dinh, Thuy Tran Thanh, Thoa Nguyen Kim, Hoang Thai
Publikováno v:
Green Processing and Synthesis, Vol 13, Iss 1, Pp 2555-62 (2024)
Externí odkaz:
https://doaj.org/article/b44c4a07ed314193aea708deaa5d10c2
Autor:
Huong Thi Thu Bui, Quỳnh Nguyễn Thị Phương, Ho Cam Tu, Sinh Nguyen Phuong, Thuy Thi Pham, Thu Vu, Huyen Nguyen Thi Thu, Lam Khanh Ho, Dung Nguyen Tien
Publikováno v:
JMIR Bioinformatics and Biotechnology, Vol 5, p e56884 (2024)
BackgroundThe etiology of ischemic stroke is multifactorial. Several gene mutations have been identified as leading causes of cerebral autosomal dominant arteriopathy with subcortical infarcts and leukoencephalopathy (CADASIL), a hereditary disease t
Externí odkaz:
https://doaj.org/article/f244d41011d84029b953fbd2b4280b24
In this note, we investigate the density of the exponential functional of the fractional Brownian motion. Based on the techniques of Malliavin's calculus, we provide a log-normal upper bound for the density.
Comment: 9 pages,to appear in Comptes
Comment: 9 pages,to appear in Comptes
Externí odkaz:
http://arxiv.org/abs/2109.10491
Autor:
Dung, Nguyen Tien
In this note, we revisit a classical problem related to the density of nonlinear statistics. We obtain a new representation of densities and, for the first time, a necessary and sufficient condition for the existence of densities is provided.
Co
Co
Externí odkaz:
http://arxiv.org/abs/2105.08700
Autor:
Dung, Nguyen Tien
In this paper we obtain an It\^o differential representation for a class of singular stochastic Volterra integral equations. As an application, we investigate the rate of convergence in the small time central limit theorem for the solution.
Comm
Comm
Externí odkaz:
http://arxiv.org/abs/2005.04459