When and how an error yields a Dirichlet form
نویسندگان
چکیده
We consider a random variable Y and approximations Yn, n ∈ N, defined on the same probability space with values in the same measurable space as Y . We are interested in situations where the approximations Yn allow to define a Dirichlet form in the space L (PY ) where PY is the law of Y . Our approach consists in studying both biases and variances. The article attempts to propose a general theoretical framework. It is illustrated by several examples.
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