Approximating the density of infinite-dimensional distributions

DOI10.1007/BF02911272MaRDI QIDQ1286295zbMATH OpenFDO

Authors V. G. Bondarenko

Publication date 21 August 2000

Published in Cybernetics and Systems Analysis (Search for Journal in Brave)

zbMATH Keywords

Wiener processdiffusion measureHilbert-Schmidt diffusion operators

Mathematics Subject Classification ID

Inference from stochastic processes (62M99) Asymptotic distribution theory in statistics (62E20) Applications of functional analysis in probability theory and statistics (46N30)

Recommendations

• Absolute continuity of perturbed Gaussian measures
• Regular transition densities for infinite dimensional diffusions
• Finite-dimensional approximations of diffusion measures in a Hilbert space

Cites work

• scientific article; zbMATH DE number 3215022 (Why is no real title available?)
• DIFFUSION PROCESSES AND RIEMANNIAN GEOMETRY
• Diffusion sur une variété de courbure non positive

Cited in

(3)

• Approximating probability densities on the positive half-line
• Persistently unbounded probability densities
• The spatial distribution in infinite dimensional spaces and related quantiles and depths

This page was built for publication: Approximating the density of infinite-dimensional distributions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1286295)