Non-asymptotic Gaussian estimates for the recursive approximation of the invariant distribution of a diffusion
I Honoré, S Menozzi, G Pagès - 2020 - projecteuclid.org
We obtain non-asymptotic Gaussian concentration bounds for the difference between the
invariant distribution ν of an ergodic Brownian diffusion process and the empirical …
invariant distribution ν of an ergodic Brownian diffusion process and the empirical …
Recursive computation of the invariant distributions of Feller processes: Revisited examples and new applications
G Pagès, C Rey - Monte Carlo Methods and Applications, 2019 - degruyter.com
In this paper, we show that the abstract framework developed in [G. Pagès and C. Rey,
Recursive computation of the invariant distribution of Markov and Feller processes, preprint …
Recursive computation of the invariant distribution of Markov and Feller processes, preprint …
Non-asymptotic estimates of invariant measures and regularisation by a degenerate noise for a chain of ordinary differential equations
I Honoré - 2018 - theses.hal.science
In the first part of this thesis, we aim to estimate the invariant distribution of an ergodic
process driven by a Stochastic Differential Equation. The ergodic theorem suggests us to …
process driven by a Stochastic Differential Equation. The ergodic theorem suggests us to …