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arxiv: 1611.03141 · v1 · pith:YBZRDWFKnew · submitted 2016-11-10 · 🧮 math.PR

Hitting Time and Convergence Rate Bounds for Symmetric Langevin Diffusions

classification 🧮 math.PR
keywords boundsconvergencediffusionslangevinsymmetricdensitieshittingquantitative
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We provide quantitative bounds on the convergence to stationarity of real-valued Langevin diffusions with symmetric target densities.

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