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Ergodic approximation of the distribution of a stationary diffusion : rate of convergence
stochastic differential equation stationary process steady regime ergodic diffusion Central Limit Theorem Euler scheme
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2010/11/26
We extend to Lipschitz continuous functionals either of the true paths or of the Euler scheme with decreasing step of a wide class of Brownian ergodic diffusions, the Central Limit Theorems formally e...
Rate of convergence of linear functions on the unitary group
Rate of convergence linear functions unitary group
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2010/11/29
We study the rate of convergence to a normal random variable of the real and imaginary parts of TrANU, where U is an N ×N random unitary matrix and AN is a deterministic complex matrix.
Rate of Convergence and Tractability of the Radial Function Approximation Problem
Gaussian kernel reproducing kernel Hilbert spaces shape parameter
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2011/1/21
This article studies the problem of approximating functions belonging to a Hilbert space Hd with an isotropic or anisotropic Gaussian reproducing kernel.