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20052026
most citedOptimal non-asymptotic bound of the Ruppert-Polyak averaging without strong convexity

25 citations · 35 across the 9 of their papers we have counts for

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math.PR2006

Computation of the invariant measure for a Lévy driven SDE: Rate of convergence

Fabien Panloup

We study the rate of convergence of some recursive procedures based on some "exact" or "approximate" Euler schemes which converge to the invariant measure of an ergodic SDE driven…