Orthogonality and probability: mixing times.
Kovchegov, Yevgeniy V. (2010)
Electronic Communications in Probability [electronic only]
Similarity:
The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
Displaying similar documents to “Explicit parametrix and local limit theorems for some degenerate diffusion processes”
Orthogonality and probability: mixing times.
Discounted additive functionals of Markov processes
Martin Baxter (1996)
Annales de l'I.H.P. Probabilités et statistiques
Similarity:
Approximation of bivariate Markov chains by one-dimensional diffusion processes
Daniela Kuklíková (1978)
Aplikace matematiky
Similarity:
The paper deals with several questions of the diffusion approximation. The goal of this paper is to create the general method of reducting the dimension of the model with the aid of the diffusion approximation. Especially, two dimensional random variables are approximated by one-dimensional diffusion process by replacing one of its coordinates by a certain characteristic, e.g. by its stationary expectation. The suggested method is used for several different systems. For instance, the...
Adaptive estimation of the transition density of a Markov chain
Claire Lacour (2007)
Annales de l'I.H.P. Probabilités et statistiques
Similarity:
Regularity of the diffusion coefficient matrix for the lattice gas with energy
Yukio Nagahata (2005)
Annales de l'I.H.P. Probabilités et statistiques
Similarity: