Spectral thresholding for the estimation of Markov chain transition operators (Q2074325)

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Spectral thresholding for the estimation of Markov chain transition operators
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    Spectral thresholding for the estimation of Markov chain transition operators (English)
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    9 February 2022
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    low rank
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    Markov chain
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    minimax rates of convergence
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    nonparametric estimation
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    transition density
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    transition operator
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    SDE
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