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math.PR2012
Concentration Bounds for Stochastic Approximations
Noufel Frikha, Stephane Menozzi
We obtain non asymptotic concentration bounds for two kinds of stochastic approximations. We first consider the deviations between the expectation of a given function of the Euler…
math.PR2012
Two-sided bounds for degenerate processes with densities supported in subsets of R^N
Chiara Cinti, Stephane Menozzi, Sergio Polidoro
We obtain two-sided bounds for the density of stochastic processes satisfying a weak Hörmander condition. In particular we consider the cases when the support of the density is not…