Sharp non-asymptotic concentration inequalities for the approximation of the invariant distribution of a diffusion (Q1986017)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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