On a Chen–Fliess approximation for diffusion functionals

ON APPROXIMATION OF LINEAR FUNCTIONALS ON Lp SPACES

In a recent paper certain approximations to continuous nonlinear functionals de-ned on an L p space (1 < p < 1) are shown to exist. These approximations may be realized by sigmoidal neural networks employing a linear input layer that implements nite sums of integrals of a certain type. In another recent paper similar approximation results are obtained using elements of a general class of contin...

Approximation of Non-convex Functionals in Gbv Approximation of Non-convex Functionals in Gbv

A Diffusion Approximation for an Epidemic Model

Influenza is one of the most common and severe diseases worldwide. Devastating epidemics actuated by a new subtype of the influenza A virus occur again and again with the most important example given by the Spanish Flu in 1918/19 with more than 27 million deaths. For the development of pandemic plans it is essential to understand the character of the dissemination of the disease. We employ an e...

A Diffusion Approximation for Markov Renewal Processes

For a Markov renewal process where the time parameter is discrete, we present a novel method for calculating the asymptotic variance. Our approach is based on the key renewal theorem and is applicable even when the state space of the Markov chain is countably infinite.

Compound Poisson Approximation via Information Functionals

An information-theoretic development is given for the problem of compound Poisson approximation, which parallels earlier treatments for Gaussian and Poisson approximation. Nonasymptotic bounds are derived for the distance between the distribution of a sum of independent integervalued random variables and an appropriately chosen compound Poisson law. In the case where all summands have the same ...