When and how an error yields a Dirichlet form
Functional Analysis
2007-05-23 v1 Probability
Abstract
We consider a random variable and approximations , defined on the same probability space with values in the same measurable space as . We are interested in situations where the approximations allow to define a Dirichlet form in the space where is the law of . Our approach consists in studying both biases and variances. The article attempts to propose a general theoretical framework. It is illustrated by several examples.
Cite
@article{arxiv.math/0610389,
title = {When and how an error yields a Dirichlet form},
author = {Nicolas Bouleau},
journal= {arXiv preprint arXiv:math/0610389},
year = {2007}
}
Comments
44p