Sharp non-asymptotic concentration inequalities for the approximation of the invariant distribution of a diffusion
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Publication:1986017
DOI10.1016/J.SPA.2019.06.012zbMath1444.60075OpenAlexW2964009828MaRDI QIDQ1986017
Publication date: 7 April 2020
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2019.06.012
diffusion processesinhomogeneous Markov chainsinvariant distributionnon-asymptotic concentration inequalities
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Cites Work
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