Non-asymptotic Gaussian estimates for the recursive approximation of the invariant distribution of a diffusion (Q2227460)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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