KMS Of Academy of mathematics and systems sciences, CAS
Approximation of arbitrary Dirichlet processes by Markov chains | |
Ma, ZM; Rockner, M; Zhang, TS | |
1998 | |
发表期刊 | ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES |
ISSN | 0246-0203 |
卷号 | 34期号:1页码:1-22 |
摘要 | We prove that any Hunt process on a Hausdorff topological space associated with a Dirichlet form can be approximated by a Markov chain in a canonical way. This also gives a new proof for the existence of Hunt processes associated with strictly quasi-regular Dirichlet forms on general state spaces. (C) Elsevier, Paris. |
关键词 | Dirichlet forms Markov chains Poisson processes tightness Hunt processes |
语种 | 英语 |
WOS研究方向 | Mathematics |
WOS类目 | Statistics & Probability |
WOS记录号 | WOS:000073730900001 |
出版者 | GAUTHIER-VILLARS/EDITIONS ELSEVIER |
引用统计 | |
文献类型 | 期刊论文 |
条目标识符 | http://ir.amss.ac.cn/handle/2S8OKBNM/13788 |
专题 | 应用数学研究所 |
通讯作者 | Ma, ZM |
作者单位 | 1.Acad Sinica, Inst Appl Math, Beijing 100080, Peoples R China 2.Univ Bielefeld, Fak Math, D-33501 Bielefeld, Germany 3.HSH, Fac Engn, N-5500 Haugesund, Norway |
推荐引用方式 GB/T 7714 | Ma, ZM,Rockner, M,Zhang, TS. Approximation of arbitrary Dirichlet processes by Markov chains[J]. ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES,1998,34(1):1-22. |
APA | Ma, ZM,Rockner, M,&Zhang, TS.(1998).Approximation of arbitrary Dirichlet processes by Markov chains.ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES,34(1),1-22. |
MLA | Ma, ZM,et al."Approximation of arbitrary Dirichlet processes by Markov chains".ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES 34.1(1998):1-22. |
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