On Sampling of stationary increment processes
| dc.creator | Albin, J. M. P. | |
| dc.date | 2005-03-24 | |
| dc.date.accessioned | 2026-07-07T05:18:23Z | |
| dc.date.available | 2026-07-07T05:18:23Z | |
| dc.description | Under a complex technical condition, similar to such used in extreme value theory, we find the rate q(ε)^{-1} at which a stochastic process with stationary increments ξshould be sampled, for the sampled process ξ(\lfloor\cdot /q(ε)\rfloor q(ε)) to deviate from ξby at most ε, with a given probability, asymptotically as ε\downarrow0. The canonical application is to discretization errors in computer simulation of stochastic processes. | |
| dc.description | Published at http://dx.doi.org/10.1214/105051604000000468 in the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org) | |
| dc.identifier | https://arxiv.org/abs/math/0503554 | |
| dc.identifier | http://arxiv.org/abs/math/0503554 | |
| dc.identifier | Annals of Applied Probability 2004, Vol. 14, No. 4, 2016-2037 | |
| dc.identifier | doi:10.1214/105051604000000468 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/74644 | |
| dc.subject | Probability | |
| dc.subject | 60G10, 60G70 (Primary) 60G15, 68U20. (Secondary) | |
| dc.title | On Sampling of stationary increment processes | |
| dc.type | text |