Non-asymptotic Gaussian estimates for the recursive approximation of the invariant distribution of a diffusion (Q2227460)
From MaRDI portal
!
WARNING
This is the item page for this Wikibase entity, intended for internal use and editing purposes.
Please use the normal view instead:
scientific article; zbMATH DE number 7310500
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Non-asymptotic Gaussian estimates for the recursive approximation of the invariant distribution of a diffusion |
scientific article; zbMATH DE number 7310500 |
Statements
Non-asymptotic Gaussian estimates for the recursive approximation of the invariant distribution of a diffusion (English)
0 references
15 February 2021
0 references
invariant distribution
0 references
diffusion processes
0 references
inhomogeneous Markov chains
0 references
non-asymptotic Gaussian concentration
0 references
almost sure central limit theorem
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8572067618370056
0 references
0.7964993715286255
0 references
0.7800731062889099
0 references
0.778676450252533
0 references
0.7775603532791138
0 references
