A Hoeffding's inequality for uniformly ergodic diffusion process
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Publication:2322596
DOI10.1016/j.spl.2019.02.012zbMath1448.60047arXiv1903.10125OpenAlexW2920515515WikidataQ128311027 ScholiaQ128311027MaRDI QIDQ2322596
Publication date: 5 September 2019
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1903.10125
Inequalities; stochastic orderings (60E15) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Large deviations (60F10)
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