Zobrazeno 1 - 10
of 632
pro vyhledávání: '"Hu, Yaozhong"'
We establish the convergence of the densities of a sequence of nonlinear functionals of an underlying Gaussian process to the density of a Gamma distribution. We provide precise estimates on the distance between densities while developing the techniq
Externí odkaz:
http://arxiv.org/abs/2406.12722
Homogeneous normalized random measures with independent increments (hNRMIs) represent a broad class of Bayesian nonparametric priors and thus are widely used. In this paper, we obtain the strong law of large numbers, the central limit theorem and the
Externí odkaz:
http://arxiv.org/abs/2403.14032
Autor:
Chen, Xia, Hu, Yaozhong
In this paper, we investigate the hyperbolic Anderson equation generated by a time-independent Gaussian noise with two objectives: The solvability and intermittency. First, we prove that Dalang's condition is necessary and sufficient for existence of
Externí odkaz:
http://arxiv.org/abs/2403.08603
Autor:
Yang, Xiaochen, Hu, Yaozhong
This paper studies the long time stability of both stochastic heat equations on a bounded domain driven by a correlated noise and their approximations. It is popular for researchers to prove the intermittency of the solution which means that the mome
Externí odkaz:
http://arxiv.org/abs/2402.05229
This study delves into equilibrium problems, focusing on the identification of finite solutions for feasible solution sequences. We introduce an innovative extension of the weak sharp minimum concept from convex programming to equilibrium problems, c
Externí odkaz:
http://arxiv.org/abs/2401.06351
We propose a distributionally robust index tracking model with the conditional value-at-risk (CVaR) penalty. The model combines the idea of distributionally robust optimization for data uncertainty and the CVaR penalty to avoid large tracking errors.
Externí odkaz:
http://arxiv.org/abs/2309.05597
We study the controllability of a class of $N$-dimensional degenerate parabolic equations with single interior point degeneracy. We employ the Galerkin method to prove the existence of solutions for the equations. The analysis is then divided into tw
Externí odkaz:
http://arxiv.org/abs/2308.10012
Autor:
Hu, Yaozhong, Shi, Haiyi
We obtain the almost sure strong consistency and the Berry-Esseen type bound for the maximum likelihood estimator Ln of the ensemble L for determinantal point processes (DPPs), strengthening and completing previous work initiated in Brunel, Moitra, R
Externí odkaz:
http://arxiv.org/abs/2307.00733
This paper extends the Carleman estimates to high dimensional parabolic equations with highly degenerate symmetric coefficients on a bounded domain of Lipschitz boundary and use these estimates to study the controlla?bility the corresponding equation
Externí odkaz:
http://arxiv.org/abs/2307.00287
We give the necessary and sufficient condition for the solvability of the stochastic wave equation $ \frac{\partial^2 }{\partial t^2}u(t,x) =\Delta u(t,x)+\dot{W}(t,x)$ on $\mathbb{R}^d$, where $W(t,x)$ is a fractional Brownian field with temporal Hu
Externí odkaz:
http://arxiv.org/abs/2305.02425