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       font style='font-size:12px;'> 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...

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Rate of Convergence and Tractability of the Radial Function Approximation Problem      Gaussian kernel  reproducing kernel Hilbert spaces  shape parameter       font style='font-size:12px;'> 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.

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