Weak convergence of recursions

DOI10.1016/S0304-4149(97)00018-5MaRDI QIDQ1382553zbMATH OpenOpenAlexFDO

Authors Gopal K. Basak, Inchi Hu, Ching-Zong Wei

Publication date 29 March 1998

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0304-4149(97)00018-5

zbMATH Keywords

martingalestochastic differential equationweak convergencediffusioninvariant measure

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Diffusion processes (60J60)

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Cites work

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• Stability in distribution for a class of singular diffusions

Cited in

(17)

• Sharp non-asymptotic concentration inequalities for the approximation of the invariant distribution of a diffusion
• Central limit theorems for a class of irreducible multicolor urn models
• Rough path recursions and diffusion approximations
• Recursive computation of invariant distributions of Feller processes
• Asymptotic normality of the recursive M-estimators of the scale parameters
• Central and functional central limit theorems for a class of urn models
• Recursive computation of the invariant distribution of a diffusion
• Sur quelques algorithmes récursifs pour les probabilités numériques
• Discretization of the ergodic functional central limit theorem
• A connection between extreme value theory and long time approximation of SDEs
• scientific article; zbMATH DE number 3905695 (Why is no real title available?)
• Curvature, concentration and error estimates for Markov chain Monte Carlo
• Weak convergence of dynamical systems in two timescales
• scientific article; zbMATH DE number 3852251 (Why is no real title available?)
• Recursive computation of the invariant distributions of Feller processes: revisited examples and new applications
• Stochastic approximation algorithms: overview and recent trends.
• Stability of annealing schemes and related processes

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