Convergence in Hölder norms with applications to Monte Carlo methods in infinite dimensions
Sign Up to like & getrecommendations! Published in 2020 at "IMA Journal of Numerical Analysis"
DOI: 10.1093/imanum/drz063
Abstract: We show that if a sequence of piecewise affine linear processes converges in the strong sense with a positive rate to a stochastic process that is strongly Hölder continuous in time, then this sequence converges… read more here.
Keywords: convergence lder; lder norms; monte carlo; norms applications ... See more keywords
Convergence of Hölder Projections to Chebyshev Projections
Sign Up to like & getrecommendations! Published in 2020 at "Computational Mathematics and Mathematical Physics"
DOI: 10.1134/s0965542520110147
Abstract: The problem of finding a point of a linear manifold with a minimal weighted Chebyshev norm is considered. In particular, to such a problem, the Chebyshev approximation is reduced. An algorithm that always produces a… read more here.
Keywords: convergence lder; projections chebyshev; lder projections; chebyshev projections ... See more keywords