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This article proposes and studies a link between statistics and the theory of Dirichlet forms used to compute errors. The error calculus based on Dirichlet forms is an extension of classical Gauss' approach to error propagation. The aim of this paper is to derive error structures from...
Persistent link: https://www.econbiz.de/10005797797
In a recent paper, Bouleau provides a new tool, based on the language of Dirichlet forms, to study the errors propagation and reinforce the historical approach of Gauss. As the classical central limit theorem is a theoric justification of the employment of normal laws in statistics, the aim of...
Persistent link: https://www.econbiz.de/10005797815
Recently, Nicolas Bouleau has proposed an extension of the Donsker's invariance principle in the framework of Dirichlet forms. He proves that an erroneous random walk of i.i.d random variables converges in Dirichlet law toward the Ornstein-Uhlenbeck error structure on the Wiener space [4]. The...
Persistent link: https://www.econbiz.de/10005220177