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math.ST2023
On the Impact of Approximation Errors on Extreme Quantile Estimation with Applications to Functional Data Analysis
Jaakko Pere, Benny Avelin, Valentin Garino +2
We study the effect of approximation errors in assessing the extreme behavior of heavy-tailed random objects. We give conditions for the approximation error such that the standard…
math.AP2023★ 2 cited
A Galerkin type method for kinetic Fokker Planck equations based on Hermite expansions
Benny Avelin, Mingyi Hou, Kaj Nyström
In this paper, we develop a Galerkin-type approximation, with quantitative error estimates, for weak solutions to the Cauchy problem for kinetic Fokker-Planck equations in the doma…