Optimal strong approximation for quadratic forms
نویسندگان
چکیده
منابع مشابه
Applications of quadratic D-forms to generalized quadratic forms
In this paper, we study generalized quadratic forms over a division algebra with involution of the first kind in characteristic two. For this, we associate to every generalized quadratic from a quadratic form on its underlying vector space. It is shown that this form determines the isotropy behavior and the isometry class of generalized quadratic forms.
متن کاملLinear-quadratic approximation of optimal policy problems
We consider a general class of nonlinear optimal policy problems involving forward-looking constraints (such as the Euler equations that are typically present as structural equations in DSGE models), and show that it is possible, under regularity conditions that are straightforward to check, to derive a problem with linear constraints and a quadratic objective that approximates the exact proble...
متن کاملOptimal and suboptimal quadratic forms for noncentered Gaussian processes.
Individual random trajectories of stochastic processes are often analyzed by using quadratic forms such as time averaged (TA) mean square displacement (MSD) or velocity auto-correlation function (VACF). The appropriate quadratic form is expected to have a narrow probability distribution in order to reduce statistical uncertainty of a single measurement. We consider the problem of finding the op...
متن کاملstrong approximation for itô stochastic differential equations
in this paper, a class of semi-implicit two-stage stochastic runge-kutta methods (srks) of strong global order one, with minimum principal error constants are given. these methods are applied to solve itô stochastic differential equations (sdes) with a wiener process. the efficiency of this method with respect to explicit two-stage itô runge-kutta methods (irks), it method, milstien method, sem...
متن کاملAlgorithms for quadratic forms
We present algorithms for square classes, quadratic forms and Witt classes of quadratic forms over the eld of rational functions of one variable over the reals. The algorithms are capable of: nding the unique representative of a square class, deciding if a given function is a square or a sum of squares and deciding if a quadratic form is isotropic or hyperbolic. Moreover we propose a representa...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Duke Mathematical Journal
سال: 2019
ISSN: 0012-7094
DOI: 10.1215/00127094-2019-0007