对称朗之万扩散的击中时与收敛速率界
概率论
2016-11-11 v1
摘要
我们提供了具有对称目标密度的实值朗之万扩散收敛到平稳分布的定量界。
引用
@article{arxiv.1611.03141,
title = {Hitting Time and Convergence Rate Bounds for Symmetric Langevin Diffusions},
author = {Gareth O. Roberts and Jeffrey S. Rosenthal},
journal= {arXiv preprint arXiv:1611.03141},
year = {2016}
}