کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
5130044 | 1378655 | 2017 | 26 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Approximating a diffusion by a finite-state hidden Markov model
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
چکیده انگلیسی
For a wide class of continuous-time Markov processes evolving on an open, connected subset of Rd, the following are shown to be equivalent: (i)The process satisfies (a slightly weaker version of) the classical Donsker-Varadhan conditions;(ii)The transition semigroup of the process can be approximated by a finite-state hidden Markov model, in a strong sense in terms of an associated operator norm;(iii)The resolvent kernel of the process is 'v-separable', that is, it can be approximated arbitrarily well in operator norm by finite-rank kernels. Under any (hence all) of the above conditions, the Markov process is shown to have a purely discrete spectrum on a naturally associated weighted Lâ space.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 127, Issue 8, August 2017, Pages 2482-2507
Journal: Stochastic Processes and their Applications - Volume 127, Issue 8, August 2017, Pages 2482-2507
نویسندگان
I. Kontoyiannis, S.P. Meyn,