Inhomogeneous functionals and approximations of invariant distributions of ergodic diffusions: central limit theorem and moderate deviation asymptotics (Q1994909)

From MaRDI portal





scientific article
Language Label Description Also known as
default for all languages
No label defined
    English
    Inhomogeneous functionals and approximations of invariant distributions of ergodic diffusions: central limit theorem and moderate deviation asymptotics
    scientific article

      Statements

      Inhomogeneous functionals and approximations of invariant distributions of ergodic diffusions: central limit theorem and moderate deviation asymptotics (English)
      0 references
      0 references
      18 February 2021
      0 references
      estimation of invariant distributions
      0 references
      ergodic diffusions
      0 references
      Euler approximation
      0 references
      central limit theorem
      0 references
      large and moderate deviations
      0 references
      stochastic algorithms
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references

      Identifiers

      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references