Sharp non-asymptotic concentration inequalities for the approximation of the invariant distribution of a diffusion (Q1986017): Difference between revisions

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Revision as of 07:47, 22 July 2024

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Sharp non-asymptotic concentration inequalities for the approximation of the invariant distribution of a diffusion
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    Sharp non-asymptotic concentration inequalities for the approximation of the invariant distribution of a diffusion (English)
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    7 April 2020
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    invariant distribution
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    diffusion processes
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    inhomogeneous Markov chains
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    non-asymptotic concentration inequalities
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