Displaying similar documents to “Spectral Galerkin approximation of Fokker-Planck equations with unbounded drift”

Product of exponentials and spectral radius of random k-circulants

Arup Bose, Rajat Subhra Hazra, Koushik Saha (2012)

Annales de l'I.H.P. Probabilités et statistiques

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We consider × random -circulant matrices with → ∞ and = () whose input sequence { }≥0 is independent and identically distributed (i.i.d.) random variables with finite (2 + ) moment. We study the asymptotic distribution of the spectral radius, when = + 1. For this, we first derive the tail behaviour of the fold product of i.i.d. exponential random variables. Then using this tail behaviour result and appropriate normal approximation techniques, we...

Spectral analysis in a thin domain with periodically oscillating characteristics

Rita Ferreira, Luísa M. Mascarenhas, Andrey Piatnitski (2012)

ESAIM: Control, Optimisation and Calculus of Variations

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The paper deals with a Dirichlet spectral problem for an elliptic operator with -periodic coefficients in a 3D bounded domain of small thickness . We study the asymptotic behavior of the spectrum as and tend to zero. This asymptotic behavior depends crucially on whether and are of the same order ( ≈ ), or is much less than ( =   < 1), or is much greater than ...

Spectral analysis in a thin domain with periodically oscillating characteristics

Rita Ferreira, Luísa M. Mascarenhas, Andrey Piatnitski (2012)

ESAIM: Control, Optimisation and Calculus of Variations

Similarity:

The paper deals with a Dirichlet spectral problem for an elliptic operator with -periodic coefficients in a 3D bounded domain of small thickness . We study the asymptotic behavior of the spectrum as and tend to zero. This asymptotic behavior depends crucially on whether and are of the same order ( ≈ ), or is much less than ( =   &lt; 1), or is much greater than ( =   &gt; 1). We consider all three cases. ...

Discrete sampling of an integrated diffusion process and parameter estimation of the diffusion coefficient

Arnaud Gloter (2010)

ESAIM: Probability and Statistics

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Let () be a diffusion on the interval and a sequence of positive numbers tending to zero. We define as the integral between and of . We give an approximation of the law of by means of a Euler scheme expansion for the process (). In some special cases, an approximation by an explicit Gaussian ARMA(1,1) process is obtained. When we deduce from this expansion estimators of the diffusion coefficient of based on (). These estimators are shown to...