Hitting time and convergence rate bounds for symmetric Langevin diffusions
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Publication:2283681
DOI10.1007/s11009-017-9567-2zbMath1428.60123arXiv1611.03141OpenAlexW2577484026MaRDI QIDQ2283681
Gareth O. Roberts, Jeffrey S. Rosenthal
Publication date: 13 January 2020
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1611.03141
Continuous-time Markov processes on general state spaces (60J25) Diffusion processes (60J60) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)
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