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math.PR2013
Central Limit Theorems for Stochastic Approximation with controlled Markov chain dynamics
Gersende Fort
This paper provides a Central Limit Theorem (CLT) for a process satisfying a stochastic approximation (SA) equation of the form $θ_{n+1} = θ_n + γ_{n+1} H(θ_n,X_…
math.PR2013★ 1 cited
Quantitative convergence rates for sub-geometric Markov chains
Christophe Andrieu, Gersende Fort, Matti Vihola
We provide explicit expressions for the constants involved in the characterisation of ergodicity of sub-geometric Markov chains. The constants are determined in terms of those appe…