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My bibliography Save this articleSharp non-asymptotic concentration inequalities for the approximation of the invariant distribution of a diffusion
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DOI: 10.1016/j.spa.2019.06.012
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References listed on IDEAS
- Panloup, Fabien, 2008. "Computation of the invariant measure for a Lévy driven SDE: Rate of convergence," Stochastic Processes and their Applications, Elsevier, vol. 118(8), pages 1351-1384, August.
- Basak, Gopal K. & Hu, Inchi & Wei, Ching-Zong, 1997. "Weak convergence of recursions," Stochastic Processes and their Applications, Elsevier, vol. 68(1), pages 65-82, May.
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Keywords
Invariant distribution; Diffusion processes; Inhomogeneous Markov chains; Non-asymptotic concentration inequalities;All these keywords.
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