In this article, we show that there exists a unique weak solution to the reflected Brownian motion with singular drift mu, where mu is a vector-valued......
In this paper, we study the Dvoretzky covering problem with non-uniformly distributed centers. When the probability law of the centers is absolutely c......
This is a complementary proof of partial generalized 4 moment theorem (PG4MT) mentioned and described in "Generalized Four Moment Theorem (G4MT) and i......
We formulate gradient-based Markov chain Monte Carlo (MCMC) sampling as optimization on the space of probability measures, with Kullback-Leibler (KL) ......
Consider a response variable subject to nonignorable nonresponse and a fully observed covariate vector. The purpose of our study is threefold. First, ......
Consider a spectrally positive Levy process Z with log-Laplace exponent Psi and a positive continuous function R on (0, infinity). We investigate the ......
Consider the following distribution dependent SDE: dX(t) = sigma(t)(X-t, mu X-t) dW(t) + b(t)(X-t, mu X-t) dt, where mu X-t stands for the distributio......
Constructions of numerous approximate sampling algorithms are based on the well-known fact that certain Gibbs measures are stationary distributions of......
We consider one-dimensional biased voter models, where 1's replace 0's at a faster rate than the other way round, started in a Heaviside initial state......
We consider a more generalized spiked covariance matrix, which is a general non-negative definite matrix with the spiked eigenvalues scattered into sp......
Hawkes process is a class of simple point processes with self-exciting and clustering properties. Hawkes process has been widely applied in finance, n......
We prove a refined Cramer-type moderate deviation result by taking into account of the skewness in normal approximation for sums of local statistics o......
In this article, we consider fractional stochastic wave equations on R driven by a multiplicative Gaussian noise which is white/colored in time and ha......
We present a general method to construct couplings of stochastic differential equations driven by Levy noise in terms of coupling operators. This appr......
Let R be the Pearson correlation matrix of m normal random variables. The Rao's score test for the independence hypothesis H-0 : R = I-m , where I-m i......
