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When and how an error yields a Dirichlet form

Functional Analysis 2007-05-23 v1 Probability

Abstract

We consider a random variable YY and approximations Y_nY\_n, defined on the same probability space with values in the same measurable space as YY. We are interested in situations where the approximations Y_nY\_n allow to define a Dirichlet form in the space L2(P_Y)L^2(P\_Y) where P_YP\_Y is the law of YY. Our approach consists in studying both biases and variances. The article attempts to propose a general theoretical framework. It is illustrated by several examples.

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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}
}

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