Non-asymptotic Gaussian estimates for the recursive approximation of the invariant distribution of a diffusion (Q2227460)

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    Non-asymptotic Gaussian estimates for the recursive approximation of the invariant distribution of a diffusion
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      Non-asymptotic Gaussian estimates for the recursive approximation of the invariant distribution of a diffusion (English)
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      15 February 2021
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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 Gaussian concentration
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      almost sure central limit theorem
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