When and how an error yields a Dirichlet form

Abstract

We consider a random variable $Y$ and approximations $Y\_n$, defined on the same probability space with values in the same measurable space as $Y$. We are interested in situations where the approximations $Y\_n$ allow to define a Dirichlet form in the space $L^2(P\_Y)$ where $P\_Y$ is the law of $Y$. Our approach consists in studying both biases and variances. The article attempts to propose a general theoretical framework. It is illustrated by several examples.