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dc.contributor.authorKontoyiannis, Ioannis
dc.contributor.authorMeyn, SP
dc.date.accessioned2018-12-13T00:30:29Z
dc.date.available2018-12-13T00:30:29Z
dc.date.issued2017-08
dc.identifier.issn0304-4149
dc.identifier.urihttps://www.repository.cam.ac.uk/handle/1810/286768
dc.description.abstract© 2016 Elsevier B.V. For a wide class of continuous-time Markov processes evolving on an open, connected subset of Rd, the following are shown to be equivalent: (i) The process satisfies (a slightly weaker version of) the classical Donsker–Varadhan conditions;(ii) The transition semigroup of the process can be approximated by a finite-state hidden Markov model, in a strong sense in terms of an associated operator norm;(iii) The resolvent kernel of the process is ‘v-separable’, that is, it can be approximated arbitrarily well in operator norm by finite-rank kernels.Under any (hence all) of the above conditions, the Markov process is shown to have a purely discrete spectrum on a naturally associated weighted L∞space.
dc.publisherElsevier BV
dc.titleApproximating a diffusion by a finite-state hidden Markov model
dc.typeArticle
prism.endingPage2507
prism.issueIdentifier8
prism.publicationDate2017
prism.publicationNameStochastic Processes and their Applications
prism.startingPage2482
prism.volume127
dc.identifier.doi10.17863/CAM.34075
dcterms.dateAccepted2016-11-27
rioxxterms.versionofrecord10.1016/j.spa.2016.11.004
rioxxterms.versionAM
rioxxterms.licenseref.urihttp://www.rioxx.net/licenses/all-rights-reserved
rioxxterms.licenseref.startdate2017-08-01
dc.contributor.orcidKontoyiannis, Ioannis [0000-0001-7242-6375]
dc.identifier.eissn1879-209X
rioxxterms.typeJournal Article/Review
cam.issuedOnline2016-12-10
rioxxterms.freetoread.startdate2018-08-01


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