{
  "id": "1301.6329",
  "version": "v1",
  "published": "2013-01-27T07:28:44.000Z",
  "updated": "2013-01-27T07:28:44.000Z",
  "title": "Improving Monte Carlo simulations by Dirichlet forms",
  "authors": [
    "Nicolas Bouleau"
  ],
  "journal": "Comptes Rendus de l Acad\\'emie des Sciences - Series I - Mathematics 341 (2005) 303-306",
  "categories": [
    "math.PR"
  ],
  "abstract": "Equipping the probability space with a local Dirichlet form with square field operator \\Gamma and generator A allows to improve Monte Carlo simulations of expectations and densities as soon as we are able to simulate a random variable X together with \\Gamma[X] and A[X]. We give examples on the Wiener space, on the Poisson space and on the Monte Carlo space. When X is real-valued we give an explicit formula yielding the density at the speed of the law of large numbers.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2013-01-27T07:28:44.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "improving monte carlo simulations",
      "local dirichlet form",
      "square field operator",
      "monte carlo space",
      "probability space"
    ],
    "tags": [
      "journal article"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2013arXiv1301.6329B"
    }
  }
}