Inhomogeneous functionals and approximations of invariant distributions of ergodic diffusions: central limit theorem and moderate deviation asymptotics (Q1994909)
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scientific article; zbMATH DE number 7312685
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| English | Inhomogeneous functionals and approximations of invariant distributions of ergodic diffusions: central limit theorem and moderate deviation asymptotics |
scientific article; zbMATH DE number 7312685 |
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Inhomogeneous functionals and approximations of invariant distributions of ergodic diffusions: central limit theorem and moderate deviation asymptotics (English)
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18 February 2021
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estimation of invariant distributions
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ergodic diffusions
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Euler approximation
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central limit theorem
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large and moderate deviations
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stochastic algorithms
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0.7631084322929382
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0.7563430070877075
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0.7493675351142883
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0.7473868131637573
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