Convergence rate of Euler-Maruyama scheme to the invariant probability measure under total variation distance
Fuente:
arXiv
Saved in:
| Main Authors: | Wang, Yuke, Ye, Yinna |
|---|---|
| Format: | Preprint |
| Published: |
2025
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Convergence rate of empirical measures in the subspace robust Wasserstein distance
by: Vasan, Dakshesh
Published: (2025)
by: Vasan, Dakshesh
Published: (2025)
From law of the iterated logarithm to Zolotarev distance for supercritical branching processes in random environment
by: Ye, Yinna
Published: (2024)
by: Ye, Yinna
Published: (2024)
Multiple colour interacting urns on complete graphs
by: Pires, Benito, et al.
Published: (2022)
by: Pires, Benito, et al.
Published: (2022)
An Aldous-Hoover type representation for row exchangeable arrays
by: Donald, Evan, et al.
Published: (2025)
by: Donald, Evan, et al.
Published: (2025)
Concentration of Truncated Signatures of Gaussian Rough Paths
by: Lechiheb, Atef
Published: (2025)
by: Lechiheb, Atef
Published: (2025)
Large deviation inequalities for the nonlinear unbalanced urn model
by: Shi, Jianan, et al.
Published: (2024)
by: Shi, Jianan, et al.
Published: (2024)
Nowcasting using regression on signatures
by: Cohen, Samuel N., et al.
Published: (2023)
by: Cohen, Samuel N., et al.
Published: (2023)
Mixed orthogonality graphs for continuous-time state space models and orthogonal projections
by: Fasen-Hartmann, Vicky, et al.
Published: (2023)
by: Fasen-Hartmann, Vicky, et al.
Published: (2023)
On the number of elements beyond the ones actually observed
by: Regazzini, Eugenio
Published: (2024)
by: Regazzini, Eugenio
Published: (2024)
Asymptotic uniqueness in long-term prediction
by: Vovk, Vladimir
Published: (2023)
by: Vovk, Vladimir
Published: (2023)
A Sequential Testing Problem with Signal Control
by: Campbell, Steven, et al.
Published: (2025)
by: Campbell, Steven, et al.
Published: (2025)
Restricted Path Characteristic Function Determines the Law of Stochastic Processes
by: Li, Siran, et al.
Published: (2024)
by: Li, Siran, et al.
Published: (2024)
Random Modulation with Spherical Symmetry
by: Bagyan, Armine, et al.
Published: (2025)
by: Bagyan, Armine, et al.
Published: (2025)
Wasserstein-$1$ distance and nonuniform Berry-Esseen bound for a supercritical branching process in a random environment
by: Wu, Hao, et al.
Published: (2023)
by: Wu, Hao, et al.
Published: (2023)
Minimax-robust estimation problems for stationary stochastic sequences
by: Moklyachuk, Mikhail
Published: (2024)
by: Moklyachuk, Mikhail
Published: (2024)
Finite-sample properties of the trimmed mean
by: Oliveira, Roberto I., et al.
Published: (2025)
by: Oliveira, Roberto I., et al.
Published: (2025)
First-order planar autoregressive model
by: Shklyar, Sergiy
Published: (2024)
by: Shklyar, Sergiy
Published: (2024)
Convergence and stationary distribution of Elo rating systems
by: Cortez, Roberto, et al.
Published: (2024)
by: Cortez, Roberto, et al.
Published: (2024)
Moment conditions for random coefficient AR($\infty$) under non-negativity assumptions
by: Maillard, Pascal, et al.
Published: (2022)
by: Maillard, Pascal, et al.
Published: (2022)
Multidimensional Backward Stochastic Differential Equations with Rough Drifts
by: Liang, Jiahao, et al.
Published: (2023)
by: Liang, Jiahao, et al.
Published: (2023)
Scaled quadratic variation for controlled rough paths and parameter estimation of fractional diffusions
by: Leahy, James-Michael, et al.
Published: (2024)
by: Leahy, James-Michael, et al.
Published: (2024)
Convergence of stochastic gradient descent schemes for Lojasiewicz-landscapes
by: Dereich, Steffen, et al.
Published: (2021)
by: Dereich, Steffen, et al.
Published: (2021)
Local regression on path spaces with signature metrics
by: Bayer, Christian, et al.
Published: (2025)
by: Bayer, Christian, et al.
Published: (2025)
The Gaussian central limit theorem for a stationary time series with infinite variance
by: Matsui, Muneya, et al.
Published: (2025)
by: Matsui, Muneya, et al.
Published: (2025)
Filtering of Multidimensional Stationary Sequences with Missing Observations
by: Masyutka, Oleksandr, et al.
Published: (2018)
by: Masyutka, Oleksandr, et al.
Published: (2018)
Testing Independence of Infinite Dimensional Random Elements: A Sup-norm Approach
by: Bhar, Suprio, et al.
Published: (2023)
by: Bhar, Suprio, et al.
Published: (2023)
Stein's method for the matrix normal distribution
by: Gaunt, Robert E., et al.
Published: (2026)
by: Gaunt, Robert E., et al.
Published: (2026)
A Bootstrap Test for Independence of Time Series Based on the Distance Covariance
by: Betken, Annika, et al.
Published: (2021)
by: Betken, Annika, et al.
Published: (2021)
A weak convergence approach to large deviations for stochastic approximations
by: Hult, Henrik, et al.
Published: (2025)
by: Hult, Henrik, et al.
Published: (2025)
The logarithmic law of sample correlation matrices
by: Li, Yanpeng, et al.
Published: (2026)
by: Li, Yanpeng, et al.
Published: (2026)
Data-Driven Dynamic Factor Modeling via Manifold Learning
by: Baker, Graeme, et al.
Published: (2025)
by: Baker, Graeme, et al.
Published: (2025)
The diachronic Bayesian
by: Vovk, Vladimir
Published: (2023)
by: Vovk, Vladimir
Published: (2023)
Grab It Before It's Gone: Testing Uncertain Rewards under a Stochastic Deadline
by: Campbell, Steven, et al.
Published: (2025)
by: Campbell, Steven, et al.
Published: (2025)
Minimax Extrapolation Problem For Harmonizable Stable Sequences With Noise Observations
by: Moklyachuk, Mikhail, et al.
Published: (2016)
by: Moklyachuk, Mikhail, et al.
Published: (2016)
Electricity Price Prediction Using Multi-Kernel Gaussian Process Regression Combined with Kernel-Based Support Vector Regression
by: Das, Abhinav, et al.
Published: (2024)
by: Das, Abhinav, et al.
Published: (2024)
Conditional distributions for the nested Dirichlet process via sequential imputation
by: Donald, Evan, et al.
Published: (2025)
by: Donald, Evan, et al.
Published: (2025)
Conjugacy-invariant random walks on nilpotent groups
by: Huang, Xiangying
Published: (2026)
by: Huang, Xiangying
Published: (2026)
Random time-shift approximation enables hierarchical Bayesian inference of mechanistic within-host viral dynamics models on large datasets
by: Morris, Dylan J., et al.
Published: (2025)
by: Morris, Dylan J., et al.
Published: (2025)
Novelty detection on path space
by: Gasteratos, Ioannis, et al.
Published: (2025)
by: Gasteratos, Ioannis, et al.
Published: (2025)
On a $T_1$ Transport inequality for the adapted Wasserstein distance
by: Park, Jonghwa
Published: (2025)
by: Park, Jonghwa
Published: (2025)
Similar Items
-
Convergence rate of empirical measures in the subspace robust Wasserstein distance
by: Vasan, Dakshesh
Published: (2025) -
From law of the iterated logarithm to Zolotarev distance for supercritical branching processes in random environment
by: Ye, Yinna
Published: (2024) -
Multiple colour interacting urns on complete graphs
by: Pires, Benito, et al.
Published: (2022) -
An Aldous-Hoover type representation for row exchangeable arrays
by: Donald, Evan, et al.
Published: (2025) -
Concentration of Truncated Signatures of Gaussian Rough Paths
by: Lechiheb, Atef
Published: (2025)