Communications in Statistics - Theory and Methods, ISSN 0361-0926, 10/2018, Volume 47, Issue 20, pp. 5013 - 5028

For a type of strongly dependent isotropic Gaussian random fields introduced by Mittal (1976), the joint limiting distribution of the maximum and the sum for...

Discretization | Primary 62G70 | isotropic | Secondary 60G60 | maximum | Gaussian random field | sums | EXTREMES | CONVERGENCE | STATISTICS & PROBABILITY | STATIONARY-SEQUENCES | RANDOM-VARIABLES | Gaussian distribution | Time dependence | Fields (mathematics) | Normal distribution

Discretization | Primary 62G70 | isotropic | Secondary 60G60 | maximum | Gaussian random field | sums | EXTREMES | CONVERGENCE | STATISTICS & PROBABILITY | STATIONARY-SEQUENCES | RANDOM-VARIABLES | Gaussian distribution | Time dependence | Fields (mathematics) | Normal distribution

Journal Article

Annals of Probability, ISSN 0091-1798, 03/2017, Volume 45, Issue 2, pp. 1160 - 1189

How likely is the high level of a continuous Gaussian random field on an Euclidean space to have a "hole" of a certain dimension and depth? Questions of this...

Gaussian process | Excursion set | Large deviations | Topology | Exceedence probabilities | large deviations | STATISTICS & PROBABILITY | exceedence probabilities | excursion set | topology

Gaussian process | Excursion set | Large deviations | Topology | Exceedence probabilities | large deviations | STATISTICS & PROBABILITY | exceedence probabilities | excursion set | topology

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Construction and characterization of stationary and mass-stationary random measures on Rd

Stochastic Processes and their Applications, ISSN 0304-4149, 12/2015, Volume 125, Issue 12, pp. 4473 - 4488

Mass-stationarity means that the origin is at a typical location in the mass of a random measure. It is an intrinsic characterization of Palm versions with...

Stationary random measure | Allocation | Point process | Invariant transport | Palm measure | Mass-stationarity | Preserving shift | MSC primary 60G57 | 60G55 | secondary 60G60

Stationary random measure | Allocation | Point process | Invariant transport | Palm measure | Mass-stationarity | Preserving shift | MSC primary 60G57 | 60G55 | secondary 60G60

Journal Article

Potential Analysis, ISSN 0926-2601, 10/2018, Volume 49, Issue 3, pp. 359 - 379

We consider the family of finite signed measures on the complex plane ℂ $\mathbb {C}$ with compact support, of finite logarithmic energy and with zero total...

Geometry | Markov property | Potential Theory | Functional Analysis | Logarithmic energy | Beppo Levi space | Gaussian field | Probability Theory and Stochastic Processes | Mathematics | Logarithmic potential | Primary 31A15 | Secondary 60G60, 31C25 | MATHEMATICS

Geometry | Markov property | Potential Theory | Functional Analysis | Logarithmic energy | Beppo Levi space | Gaussian field | Probability Theory and Stochastic Processes | Mathematics | Logarithmic potential | Primary 31A15 | Secondary 60G60, 31C25 | MATHEMATICS

Journal Article

Stochastic Processes and their Applications, ISSN 0304-4149, 04/2015, Volume 125, Issue 4, pp. 1605 - 1628

We consider the stochastic wave equation on the real line driven by space–time white noise and with irregular initial data. We give bounds on higher moments...

Nonlinear stochastic wave equation | Hyperbolic Anderson model | Intermittency | Growth indices | Secondary | Primary | 35R60 | secondary 60G60 | MSC: primary 60H15 | EXISTENCE | SMOOTHNESS | STATISTICS & PROBABILITY | VALUES

Nonlinear stochastic wave equation | Hyperbolic Anderson model | Intermittency | Growth indices | Secondary | Primary | 35R60 | secondary 60G60 | MSC: primary 60H15 | EXISTENCE | SMOOTHNESS | STATISTICS & PROBABILITY | VALUES

Journal Article

Probability Theory and Related Fields, ISSN 0178-8051, 6/2018, Volume 171, Issue 1, pp. 431 - 457

This paper studies the stochastic heat equation driven by time fractional Gaussian noise with Hurst parameter $$H\in (0,1/2)$$ H∈(0,1/2) . We establish the...

35R60 | Mathematical and Computational Biology | Primary 60H15 | Theoretical, Mathematical and Computational Physics | Secondary 60G60 | Stochastic heat equation | Probability Theory and Stochastic Processes | Mathematics | Quantitative Finance | Feynman–Kac integral | Fractional calculus | Feynman–Kac formula | Time fractional Gaussian noise | Intermittency | Lyapunov exponents | Statistics for Business/Economics/Mathematical Finance/Insurance | Operations Research/Decision Theory | Moment bounds | Feynman-Kac formula | Feynman-Kac integral | STATISTICS & PROBABILITY | MOMENTS | Random noise | Representations | Upper bounds | Normal distribution

35R60 | Mathematical and Computational Biology | Primary 60H15 | Theoretical, Mathematical and Computational Physics | Secondary 60G60 | Stochastic heat equation | Probability Theory and Stochastic Processes | Mathematics | Quantitative Finance | Feynman–Kac integral | Fractional calculus | Feynman–Kac formula | Time fractional Gaussian noise | Intermittency | Lyapunov exponents | Statistics for Business/Economics/Mathematical Finance/Insurance | Operations Research/Decision Theory | Moment bounds | Feynman-Kac formula | Feynman-Kac integral | STATISTICS & PROBABILITY | MOMENTS | Random noise | Representations | Upper bounds | Normal distribution

Journal Article

Stochastic Analysis and Applications, ISSN 0736-2994, 07/2013, Volume 31, Issue 4, pp. 708 - 736

We prove the existence of a stochastic flow of Hölder homeomorphisms for solutions of SDEs with singular time dependent drift having only certain integrability...

Stochastic differential equations | Secondary 60G60, 60J65, 35K10 | Singular drift | Weak differentiability | Primary 60H10 | Flow | Strong solutions | 60J65 | EXISTENCE | MATHEMATICS, APPLIED | Secondary 60G60 | STATISTICS & PROBABILITY | 35K10 | UNIQUENESS | STOCHASTIC-EQUATIONS | Drift | Stochasticity | Probability | Mathematics

Stochastic differential equations | Secondary 60G60, 60J65, 35K10 | Singular drift | Weak differentiability | Primary 60H10 | Flow | Strong solutions | 60J65 | EXISTENCE | MATHEMATICS, APPLIED | Secondary 60G60 | STATISTICS & PROBABILITY | 35K10 | UNIQUENESS | STOCHASTIC-EQUATIONS | Drift | Stochasticity | Probability | Mathematics

Journal Article

Journal of Fourier Analysis and Applications, ISSN 1069-5869, 4/2017, Volume 23, Issue 2, pp. 288 - 323

We construct p-adic Euclidean random fields $$\varvec{\Phi }$$ Φ over $$\mathbb {Q}_{p}^{N}$$ Q p N , for arbitrary N, these fields are solutions of p-adic...

Quantum field theories | Random fields | Non-Archimedean functional analysis | White noise calculus | 60H40 | 46S10 | Secondary 60G60 | Stochastic equations | Mathematics | Lévy noise | p -Adic numbers | Abstract Harmonic Analysis | Primary 81T10 | Mathematical Methods in Physics | Fourier Analysis | Signal,Image and Speech Processing | Approximations and Expansions | Partial Differential Equations | p-Adic numbers | SPACE | Levy noise | MATHEMATICS, APPLIED | Stochastic processes | Analysis

Quantum field theories | Random fields | Non-Archimedean functional analysis | White noise calculus | 60H40 | 46S10 | Secondary 60G60 | Stochastic equations | Mathematics | Lévy noise | p -Adic numbers | Abstract Harmonic Analysis | Primary 81T10 | Mathematical Methods in Physics | Fourier Analysis | Signal,Image and Speech Processing | Approximations and Expansions | Partial Differential Equations | p-Adic numbers | SPACE | Levy noise | MATHEMATICS, APPLIED | Stochastic processes | Analysis

Journal Article

Advances in Applied Probability, ISSN 0001-8678, 06/2015, Volume 47, Issue 2, pp. 307 - 327

Gaussian particles provide a flexible framework for modelling and simulating three-dimensional star-shaped random sets. In our framework, the radial function...

60D05 | Celestial body | simulation of star-shaped random set | fractal dimension | 60G60 | random field on a sphere | 37F35 | correlation function | Lévy basis

60D05 | Celestial body | simulation of star-shaped random set | fractal dimension | 60G60 | random field on a sphere | 37F35 | correlation function | Lévy basis

Journal Article

Probability Theory and Related Fields, ISSN 0178-8051, 2/2011, Volume 149, Issue 1, pp. 1 - 96

We prove pathwise uniqueness for solutions of parabolic stochastic pde’s with multiplicative white noise if the coefficient is Hölder continuous of index γ >...

Stochastic partial differential equations | 60H10 | Pathwise uniqueness | Primary 60H15 | 60H40 | Theoretical, Mathematical and Computational Physics | Secondary 60G60 | 60J80 | Probability Theory and Stochastic Processes | Mathematics | Quantitative Finance | Statistics for Business/Economics/Mathematical Finance/Insurance | Operations Research/Decision Theory | White noise | Mathematical Biology in General | 60K35 | STATISTICS & PROBABILITY | Electric noise | Studies | Stochastic models | Partial differential equations

Stochastic partial differential equations | 60H10 | Pathwise uniqueness | Primary 60H15 | 60H40 | Theoretical, Mathematical and Computational Physics | Secondary 60G60 | 60J80 | Probability Theory and Stochastic Processes | Mathematics | Quantitative Finance | Statistics for Business/Economics/Mathematical Finance/Insurance | Operations Research/Decision Theory | White noise | Mathematical Biology in General | 60K35 | STATISTICS & PROBABILITY | Electric noise | Studies | Stochastic models | Partial differential equations

Journal Article

Extremes, ISSN 1386-1999, 6/2015, Volume 18, Issue 2, pp. 241 - 271

The tail correlation function (TCF) is a popular bivariate extremal dependence measure to summarize data in the domain of attraction of a max-stable process....

Brown-Resnick | Primary–60G70 | Mixed moving maxima | Poisson storm | Civil Engineering | Secondary–60G60 | Statistics, general | Statistics | Hydrogeology | Turning bands | Statistics for Business/Economics/Mathematical Finance/Insurance | Quality Control, Reliability, Safety and Risk | Stationary truncation | Tail dependence | Extremal coefficient | Environmental Management | POSITIVE-DEFINITE FUNCTIONS | STATISTICS | MULTIVARIATE | STATISTICS & PROBABILITY | MONOTONE-FUNCTIONS | DEPENDENCE | DISTRIBUTIONS | MATHEMATICS, INTERDISCIPLINARY APPLICATIONS | SPATIAL EXTREMES | ISOTROPIC CORRELATION-FUNCTIONS | COVARIANCE FUNCTIONS | ERGODIC PROPERTIES | Computer science | Analysis | Studies | Poisson distribution

Brown-Resnick | Primary–60G70 | Mixed moving maxima | Poisson storm | Civil Engineering | Secondary–60G60 | Statistics, general | Statistics | Hydrogeology | Turning bands | Statistics for Business/Economics/Mathematical Finance/Insurance | Quality Control, Reliability, Safety and Risk | Stationary truncation | Tail dependence | Extremal coefficient | Environmental Management | POSITIVE-DEFINITE FUNCTIONS | STATISTICS | MULTIVARIATE | STATISTICS & PROBABILITY | MONOTONE-FUNCTIONS | DEPENDENCE | DISTRIBUTIONS | MATHEMATICS, INTERDISCIPLINARY APPLICATIONS | SPATIAL EXTREMES | ISOTROPIC CORRELATION-FUNCTIONS | COVARIANCE FUNCTIONS | ERGODIC PROPERTIES | Computer science | Analysis | Studies | Poisson distribution

Journal Article

Stochastic Partial Differential Equations: Analysis and Computations, ISSN 2194-0401, 9/2015, Volume 3, Issue 3, pp. 360 - 397

We study the nonlinear fractional stochastic heat equation in the spatial domain $${\mathbb {R}}$$ R driven by space-time white noise. The initial condition is...

Computational Mathematics and Numerical Analysis | Nonlinear fractional stochastic heat equation | 35R60 | Primary 60H15 | Parabolic Anderson model | Secondary 60G60 | Probability Theory and Stochastic Processes | Statistical Theory and Methods | Mathematics | Rough initial data | Computational Science and Engineering | Intermittency | Growth indices | Numerical Analysis | Stable processes | Partial Differential Equations

Computational Mathematics and Numerical Analysis | Nonlinear fractional stochastic heat equation | 35R60 | Primary 60H15 | Parabolic Anderson model | Secondary 60G60 | Probability Theory and Stochastic Processes | Statistical Theory and Methods | Mathematics | Rough initial data | Computational Science and Engineering | Intermittency | Growth indices | Numerical Analysis | Stable processes | Partial Differential Equations

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Hölder-continuity for the nonlinear stochastic heat equation with rough initial conditions

Stochastic Partial Differential Equations: Analysis and Computations, ISSN 2194-0401, 9/2014, Volume 2, Issue 3, pp. 316 - 352

We study space-time regularity of the solution of the nonlinear stochastic heat equation in one spatial dimension driven by space-time white noise, with a...

Moments of increments | Computational Mathematics and Numerical Analysis | 35R60 | Primary 60H15 | Secondary 60G60 | Probability Theory and Stochastic Processes | Statistical Theory and Methods | Mathematics | Rough initial data | Computational Science and Engineering | Numerical Analysis | Sample path Hölder continuity | Partial Differential Equations | Nonlinear stochastic heat equation

Moments of increments | Computational Mathematics and Numerical Analysis | 35R60 | Primary 60H15 | Secondary 60G60 | Probability Theory and Stochastic Processes | Statistical Theory and Methods | Mathematics | Rough initial data | Computational Science and Engineering | Numerical Analysis | Sample path Hölder continuity | Partial Differential Equations | Nonlinear stochastic heat equation

Journal Article

Stochastic Analysis and Applications, ISSN 0736-2994, 05/2013, Volume 31, Issue 3, pp. 359 - 380

In this article, the estimation of spatiotemporal long-range dependence is formulated in the spectral wavelet domain. Sample information is provided by...

Primary 60G10, 60G15, 60G20 | Wavelet periodogram | Weak consistency | Spatiotemporal long-range dependence | Separable Riesz kernel | Secondary 60G60 | REGRESSION | FIELDS | MATHEMATICS, APPLIED | MARKET | LOG-PERIODOGRAM | EQUATIONS | STATISTICS & PROBABILITY | MEMORY | MODELS | TIME-SERIES | SEMIPARAMETRIC ANALYSIS | PARAMETER | Wavelet | Approximation | Computer simulation | Computation | Mathematical analysis | Consistency | Spectra | Convergence

Primary 60G10, 60G15, 60G20 | Wavelet periodogram | Weak consistency | Spatiotemporal long-range dependence | Separable Riesz kernel | Secondary 60G60 | REGRESSION | FIELDS | MATHEMATICS, APPLIED | MARKET | LOG-PERIODOGRAM | EQUATIONS | STATISTICS & PROBABILITY | MEMORY | MODELS | TIME-SERIES | SEMIPARAMETRIC ANALYSIS | PARAMETER | Wavelet | Approximation | Computer simulation | Computation | Mathematical analysis | Consistency | Spectra | Convergence

Journal Article

Stochastic Models, ISSN 1532-6349, 04/2013, Volume 29, Issue 2, pp. 273 - 289

In many applications related with geostatistics, biological and medical imaging, material science, and engineering surfaces, the real observations have...

Skew Student's t random field | Primary 60D05 | Secondary 60G60, 52A22 | Expected Euler-Poincaré characteristic | Excursion sets | Skewness | Surface roughness | Lipschitz-Killing curvatures | DISTRIBUTIONS | Expected Euler-Poincare characteristic | 52A22 | SCALE MIXTURES | Secondary 60G60 | STATISTICS & PROBABILITY

Skew Student's t random field | Primary 60D05 | Secondary 60G60, 52A22 | Expected Euler-Poincaré characteristic | Excursion sets | Skewness | Surface roughness | Lipschitz-Killing curvatures | DISTRIBUTIONS | Expected Euler-Poincare characteristic | 52A22 | SCALE MIXTURES | Secondary 60G60 | STATISTICS & PROBABILITY

Journal Article

Stochastic Analysis and Applications, ISSN 0736-2994, 06/2010, Volume 28, Issue 4, pp. 662 - 695

We study nonlinear heat and wave equations on a Lie group. The noise is assumed to be a spatially homogeneous Wiener process. We give necessary and sufficient...

Stochastic heat and wave equations | Homogeneous Wiener process | Secondary 60G60, 35K05, 35L05 | Primary 60H15 | Stochastic evolution on a Lie group | SPACE | DIMENSIONS | MATHEMATICS, APPLIED | REGULARITY | PARTIAL-DIFFERENTIAL EQUATIONS | STATISTICS & PROBABILITY | Kernels | Covariance | Noise | Lie groups | Wave equations | Nonlinearity | Stochasticity

Stochastic heat and wave equations | Homogeneous Wiener process | Secondary 60G60, 35K05, 35L05 | Primary 60H15 | Stochastic evolution on a Lie group | SPACE | DIMENSIONS | MATHEMATICS, APPLIED | REGULARITY | PARTIAL-DIFFERENTIAL EQUATIONS | STATISTICS & PROBABILITY | Kernels | Covariance | Noise | Lie groups | Wave equations | Nonlinearity | Stochasticity

Journal Article

Probability Theory and Related Fields, ISSN 0178-8051, 11/2008, Volume 142, Issue 3, pp. 443 - 473

The notion of a surface-order specific entropy h c (P) of a two-dimensional discrete random field P along a curve c is introduced as the limit of rescaled...

82B26 | Statistics for Business/Economics/Mathematical Finance/Insurance | Operations Research/Decision Theory | Mathematical and Computational Physics | Secondary: 60G60 | Primary: 60F10 | 94A17 | Probability Theory and Stochastic Processes | Mathematics | Mathematical Biology in General | 82B20 | Quantitative Finance | ISING-MODEL | STATISTICS & PROBABILITY | DIRECTIONAL ENTROPY | INFORMATION | Oncology, Experimental | Research | Cancer | Studies | Probability | Theory

82B26 | Statistics for Business/Economics/Mathematical Finance/Insurance | Operations Research/Decision Theory | Mathematical and Computational Physics | Secondary: 60G60 | Primary: 60F10 | 94A17 | Probability Theory and Stochastic Processes | Mathematics | Mathematical Biology in General | 82B20 | Quantitative Finance | ISING-MODEL | STATISTICS & PROBABILITY | DIRECTIONAL ENTROPY | INFORMATION | Oncology, Experimental | Research | Cancer | Studies | Probability | Theory

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Small time Edgeworth-type expansions for weakly convergent nonhomogeneous Markov chains

Probability Theory and Related Fields, ISSN 0178-8051, 1/2009, Volume 143, Issue 1, pp. 137 - 176

We consider triangular arrays of Markov chains that converge weakly to a diffusion process. Second order Edgeworth type expansions for transition densities are...

Edgeworth expansions | Mathematical and Computational Physics | Diffusion processes | Secondary: 60G60 | Probability Theory and Stochastic Processes | Markov chains | Mathematics | Quantitative Finance | Transition densities | Statistics for Business/Economics/Mathematical Finance/Insurance | Operations Research/Decision Theory | Mathematical Biology in General | Primary: 62G07 | STOCHASTIC DIFFERENTIAL-EQUATIONS | DIFFUSIONS | BERRY-ESSEEN THEOREM | STATISTICS & PROBABILITY | EULER SCHEME | DISTRIBUTIONS | LIMIT-THEOREMS | ASYMPTOTIC EXPANSIONS | FUNCTIONALS | Markov processes | Universities and colleges | Studies | Markov analysis | Diffusion | Density

Edgeworth expansions | Mathematical and Computational Physics | Diffusion processes | Secondary: 60G60 | Probability Theory and Stochastic Processes | Markov chains | Mathematics | Quantitative Finance | Transition densities | Statistics for Business/Economics/Mathematical Finance/Insurance | Operations Research/Decision Theory | Mathematical Biology in General | Primary: 62G07 | STOCHASTIC DIFFERENTIAL-EQUATIONS | DIFFUSIONS | BERRY-ESSEEN THEOREM | STATISTICS & PROBABILITY | EULER SCHEME | DISTRIBUTIONS | LIMIT-THEOREMS | ASYMPTOTIC EXPANSIONS | FUNCTIONALS | Markov processes | Universities and colleges | Studies | Markov analysis | Diffusion | Density

Journal Article

Applied Mathematics and Optimization, ISSN 0095-4616, 1/2001, Volume 43, Issue 3, pp. 221 - 243

This paper is concerned with the following stochastic heat equations: $$\frac{{\partial u_t (x)}} {{\partial t}} = \frac{1} {2}\Delta u_t (x) + w^H \cdot u_t...

Mathematical Methods in Physics | Calculus of Variations and Optimal Control; Optimization | Systems Theory, Control | Theoretical, Mathematical and Computational Physics | Numerical and Computational Physics | Heat equations, Fractional Brownian field, Multiple integral of Itô type | Mathematics | Stochastic integral of Itô type, Chaos expansion, Asymptotic behavior, Mittag—Leffler function. AMS Classification. Primary 60H15, 60H05, Secondary 60G60, 35K05, 35R60, 60F25 | Heat equations, Fractional Brownian field, Multiple integral of Itô type, Stochastic integral of Itô type, Chaos expansion, Asymptotic behavior, Mittag—Leffler function. AMS Classification. Primary 60H15, 60H05, Secondary 60G60, 35K05, 35R60, 60F25 | Chaos expansion | Multiple integral of Itô type | Stochastic integral of Itô type | Mittag-Leffler function | Asymptotic behavior | Fractional Brownian field | Heat equations | BROWNIAN-MOTION | INTEGRALS | fractional Brownian field | MATHEMATICS, APPLIED | asymptotic behavior | chaos expansion | heat equations | multiple integral of Ito type | PARTIAL-DIFFERENTIAL EQUATIONS | stochastic integral of Ito type | Time dependence | Parameters | Exponents | Noise | Mathematical analysis | White noise | Texts | HEAT | MATHEMATICAL SOLUTIONS | DISTRIBUTION | MATHEMATICAL SPACE | STOCHASTIC PROCESSES | CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSICS | EQUATIONS | NOISE | POTENTIALS | TIME DEPENDENCE | CHAOS THEORY | LYAPUNOV METHOD

Mathematical Methods in Physics | Calculus of Variations and Optimal Control; Optimization | Systems Theory, Control | Theoretical, Mathematical and Computational Physics | Numerical and Computational Physics | Heat equations, Fractional Brownian field, Multiple integral of Itô type | Mathematics | Stochastic integral of Itô type, Chaos expansion, Asymptotic behavior, Mittag—Leffler function. AMS Classification. Primary 60H15, 60H05, Secondary 60G60, 35K05, 35R60, 60F25 | Heat equations, Fractional Brownian field, Multiple integral of Itô type, Stochastic integral of Itô type, Chaos expansion, Asymptotic behavior, Mittag—Leffler function. AMS Classification. Primary 60H15, 60H05, Secondary 60G60, 35K05, 35R60, 60F25 | Chaos expansion | Multiple integral of Itô type | Stochastic integral of Itô type | Mittag-Leffler function | Asymptotic behavior | Fractional Brownian field | Heat equations | BROWNIAN-MOTION | INTEGRALS | fractional Brownian field | MATHEMATICS, APPLIED | asymptotic behavior | chaos expansion | heat equations | multiple integral of Ito type | PARTIAL-DIFFERENTIAL EQUATIONS | stochastic integral of Ito type | Time dependence | Parameters | Exponents | Noise | Mathematical analysis | White noise | Texts | HEAT | MATHEMATICAL SOLUTIONS | DISTRIBUTION | MATHEMATICAL SPACE | STOCHASTIC PROCESSES | CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSICS | EQUATIONS | NOISE | POTENTIALS | TIME DEPENDENCE | CHAOS THEORY | LYAPUNOV METHOD

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Local limit theorems for transition densities of Markov chains converging to diffusions

Probability Theory and Related Fields, ISSN 0178-8051, 08/2000, Volume 117, Issue 4, pp. 551 - 587

We consider triangular arrays of Markov chains that converge weakly to a diffusion process. Local limit theorems for transition densities are proved.

Secondary 60G60 | and phrases: Markov chains – Diffusion processes – Transition densities | Mathematics Subject Classification : Primary 62G07 | Markov chains | Diffusion processes | Transition densities | TIME-SERIES | STATISTICS & PROBABILITY | diffusion processes | transition densities | ERGODIC DIFFUSION

Secondary 60G60 | and phrases: Markov chains – Diffusion processes – Transition densities | Mathematics Subject Classification : Primary 62G07 | Markov chains | Diffusion processes | Transition densities | TIME-SERIES | STATISTICS & PROBABILITY | diffusion processes | transition densities | ERGODIC DIFFUSION

Journal Article

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