For stationary ergodic diffusions satisfying nonlinear homogeneous Itô stochastic differential equations, this paper obtains the Berry–Esseen bounds on rates of convergence to normality distributions quasi maximum likelihood estimators based Taylor approximation, under some regularity conditions, when diffusion is observed at equally spaced dense time points over a long interval, high-frequency...

In this article we provide new applications for exponential approximation using the framework of Peköz and Röllin (2011), which is based on Stein’s method. We give error bounds for the nearly critical Galton-Watson process conditioned on non-extinction, and for the occupation times of Markov chains; for the latter, in particular, we give a new exponential approximation rate for the number of re...

Nonlinear state-space models driven by differential equations have been widely used in science. Their statistical inference generally requires computing the mean and covariance matrix of some nonlinear function of the state variables, which can be done in several ways. For example, such computations may be approximately done by Monte Carlo, which is rather computationally expensive. Linear appr...

Constructive proofs and several generalizations of approximation results of J. H. Bramble and S. R. Hubert are presented. Using an averaged Taylor series, we represent a function as a polynomial plus a remainder. The remainder can be manipulated in many ways to give different types of bounds. Approximation of functions in fractional order Sobolev spaces is treated as well as the usual integer o...

H 2-matrices can be used to construct efficient approximations of discretized integral operators. The H 2-matrix approximation can be constructed efficiently by interpolation, Taylor or multipole expansion of the integral kernel function, but the resulting representation requires a large amount of storage. In order to improve the efficiency, local Schur decompositions can be used to eliminate r...

We use an approximation method to study the solution to a nonlinear heat conduction equation in a semi-infinite domain. By expanding an energy density function defined as the internal energy per unit volume as a Taylor polynomial in a spatial domain, we reduce the partial differential equation to a set of first-order ordinary differential equations in time. We describe a systematic approach to ...

The translated logarithmic Lambert function is defined and basic analytic properties of the are obtained including derivative, integral, Taylor series expansion, real branches asymptotic approximation function. Moreover, probability distribution three-parameter entropy derived which expressed in terms

Constructive proofs and several generalizations of approximation results of J. H. Bramble and S. R. Hubert are presented. Using an averaged Taylor series, we represent a function as a polynomial plus a remainder. The remainder can be manipulated in many ways to give different types of bounds. Approximation of functions in fractional order Sobolev spaces is treated as well as the usual integer o...