Exact Simulation of Multivariate Diffusions and Bridges Z73GKA9WDB
| URI | m2://res/Z73GKA9WDB |
|---|---|
| Kind | preprint |
| Creators | Jose Blanchet, Jikai Jin, Hao Liu |
| Date | 2026-10-08 |
| MSC | 60-XX |
| Subjects | arxiv math.PR, arxiv stat.CO |
| Scope | in |
Expressions
e1: version, preprint
| Language | en |
|---|---|
| Date | 2026-10-08 |
| Ids | arXiv 2610.11330, zbl_id 903203876 |
Items in this resource
The mentions of the inventory that name this resource. Each name links to the card of its inventory row.
| Item | Kind | Where | Source |
|---|---|---|---|
| Density bounds for the bridge construction | statement | lemma C.4 | arxiv |
| 1TRSVFMCGY | definition | definition 5.1 | arxiv |
| Local inputs | statement | lemma C.2 | arxiv |
| Insertion work | statement | lemma C.9 | arxiv |
| Local estimator | statement | lemma B.3 | arxiv |
| The coarse bridge trial | statement | lemma C.8 | arxiv |
| Minimax guarantees | statement | theorem 5.2 | arxiv |
| Spatial coin | statement | lemma B.4 | arxiv |
| Transition coin | statement | lemma B.5 | arxiv |
| Bridge sampling | statement | theorem 4.1 | arxiv |
| Bad-edge and exit components | statement | lemma C.7 | arxiv |
| Randomized convolution term | statement | lemma B.2 | arxiv |
| Cost of terminal rejection | statement | proposition C.1 | arxiv |
| Short transition | statement | lemma B.6 | arxiv |
| Unconditional sampling with linear expected work | statement | theorem 3.1 | arxiv |
| Comparison within cells | statement | lemma C.5 | arxiv |
| Parametrix representation | statement | lemma B.1 | arxiv |
| Sampling a weighted graph path | statement | lemma C.3 | arxiv |
| Acceptance within cells | statement | lemma C.6 | arxiv |
| Work through the first successful trial | statement | lemma A.1 | arxiv |
Catalogue records
- arxiv: 2610.11330 (work)
- arxiv_text: 2610.11330 (work)
- zbmath_search: 903203876 (work)