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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
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 and Tractability of the Radial Function Approximation Problem
Gaussian kernel reproducing kernel Hilbert spaces shape parameter
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.