An Iterative Monte Carlo Scheme for Generating Lie Group-Valued Random Variables

DOI10.2307/1427811MaRDI QIDQ4311414zbMATH OpenOpenAlexWikidataFDO

Authors Mauro Piccioni, Sergio Scarlatti

Publication date 27 August 1995

Published in Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1427811

zbMATH Keywords

approximation schemeergodic diffusionspin systems

Mathematics Subject Classification ID

Computing methodologies for image processing (68U10)

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(6)

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• Sharp non-asymptotic concentration inequalities for the approximation of the invariant distribution of a diffusion
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