a posteriori error estimates for time discrete approximations of

A method is presented to approximate optimally an n-dimensional discrete probability distribution by a product of second-order distributions, or the distribution of the first-order tree dependence. The problem is to find an optimum set of n-1 first order dependence relationship among the n

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Abstract: In this paper we study discrete approximations of continuous-time evolution sy~tems governed by differential inclusions with nonconvex compact values in infinite-dimensional spaces. Our crucial result ensures the possibility of a strong Sobolev space approximation of every feasible

We prove that the free Fock space F(R +; C), which is very commonly used in Free Probability Theory, is the continuous free product of copies of the space C 2. We describe an explicit embedding and approximation of this continuous free product structure by means of a discrete-time approximation

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This paper considers mixed, or random coefficients, multinomial logit (MMNL) models for discrete response, and establishes the following results. Under mild regularity conditions, any discrete choice model derived from random utility maximization has choice probabilities that can be approximated

In this paper, we propose a new lower approximation scheme for POMDP with discounted and average cost criterion. The approximating functions are determined by their values at a finite number of belief points, and can be computed efficiently using value iteration algorithms for finite-state MDP

that for distributions with exponential tails of the form ß(x) / exp(\Gammafljxj fi ), 0 ! fi ! 1, exponential convergence occurs if and only if fi 1. We then consider conditions under which the discrete approximations to the diffusion converge. We first show that even when the diffusion itself converges, naive

The paper deals with the approximation of some nonlinear diffusion equations with source terms and nonhomogeneous Dirichlet boundary conditions and initial conditions. The approximation scheme consists in the discretization of space derivative operators while the time differentiation is kept