Stochastic quantization and ergodic theorem for density of diffusions
β Scribed by YaoZhong Hu
- Book ID
- 118814024
- Publisher
- SP Science China Press
- Year
- 2012
- Tongue
- English
- Weight
- 232 KB
- Volume
- 55
- Category
- Article
- ISSN
- 1674-7283
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
The problem of nonparametric invariant density function estimation of an ergodic di usion process is considered. The local asymptotic minimax lower bound on the risk of all the estimators is established. The asymptotic risk considered measures the distance between the estimators and the density that
In the problems of invariant distribution and density estimation of an ergodic di usion process, the asymptotic variances of many estimators can be represented as some mathematical expectations with respect to the invariant law. Therefore, the construction of the conΓΏdence intervals requires the est