Approximating the magnetization in the Curie–Weiss model

Yingdong Lu

doi:10.1016/j.spl.2022.109620

Statistics and Probability Letters

Paper

31 Oct 2022

Approximating the magnetization in the Curie–Weiss model

View publication

Abstract

In this paper, we quantify approximations to the magnetization, a key quantity for the Curie–Weiss model, via the Stein method for the Markov chain whose stationary distribution coincides with the Curie–Weiss model.

Paper

Asymptotic optimality of constant-order policies for lost sales inventory models with large lead times

David A. Goldberg, Dmitriy Katz-Rogozhnikov, et al.

Mathematics of Operations Research

Paper

Asymptotic estimation of finite horizon ruin probability for random walks with heavy tailed increments through corrected diffusion approximations

Yingdong Lu

International Journal of Applied Mathematics and Statistics

Paper

Performance analysis for assemble-to-order systems with general renewal arrivals and random batch demands

Yingdong Lu

EJOR

Conference paper

A family of robust stochastic operators for reinforcement learning

Yingdong Lu, Mark S. Squillante, et al.

NeurIPS 2019

View all publications

Abstract

Related

Asymptotic optimality of constant-order policies for lost sales inventory models with large lead times

Asymptotic estimation of finite horizon ruin probability for random walks with heavy tailed increments through corrected diffusion approximations

Performance analysis for assemble-to-order systems with general renewal arrivals and random batch demands

A family of robust stochastic operators for reinforcement learning