Lipschitzian complete error calculus and Dirichlet forms (Q1606259)

From MaRDI portal





scientific article; zbMATH DE number 1770853
Language Label Description Also known as
default for all languages
No label defined
    English
    Lipschitzian complete error calculus and Dirichlet forms
    scientific article; zbMATH DE number 1770853

      Statements

      Lipschitzian complete error calculus and Dirichlet forms (English)
      0 references
      0 references
      24 July 2002
      0 references
      Taking as a starting point Gauss' error calculus (for differentiable functions), the author points out a certain coherence property. In order to extend Gauss' quadratic formula to Lipschitz functions, a reinforced coherence principle is considered and an axiomatic error structure is proposed, in which a Dirichlet form appears [\textit{A. Beurling} and \textit{J. Deny}, Acta Math. 99, 203-224 (1958; Zbl 0089.08106)]. One gets a Lipschitzian complete error calculus, which behaves well by images and by products and also from the point of view of links with experiments; it is suitable, in particular, for infinite-dimensional models met in stochastic analysis. This error calculus is connected with statistics by means of the notion of Fisher information matrix. Three consistent examples for this axiomatic structure are presented. Projective systems of such objects are also considered, in order to catch the delicate question of error permanency, discovered by Poincaré. Finally, a list of conjectures is discussed.
      0 references
      0 references
      error
      0 references
      Dirichlet form
      0 references
      squared field operator
      0 references
      Lipschitz calculus
      0 references
      Fisher information matrix
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references

      Identifiers

      0 references
      0 references
      0 references
      0 references
      0 references