Add to ORKGWe compute the Wassertein-1 (or Kolmogorov-Rubinstein) distance between a random walk in $R^d$ and the Brownian motion. The proof is based on a new estimate of the Lipschitz modulus of the solution of the Stein's equation. As an application, we can evaluate the rate of convergence towards the local time at 0 of the Brownian motion
An upper bound is given for the mean square Wasserstein distance between the empirical measure of a ...
28 pagesIn a spirit close to classical Stein's method, we introduce a new technique to derive first ...
We consider a two-dimensional random walk that moves in the horizontal direction on the half-plane {...
International audienceWe compute the Wassertein-1 (or Kantorovitch-Rubinstein) distance between a ra...
We provide a general steady-state diffusion approximation result which bounds the Wasserstein distan...
International audienceThe original Donsker theorem says that a standard random walk converges in di...
International audienceMotivated by a theorem of Barbour, we revisit some of the classical limit theo...
In this paper, we study in the Markovian case the rate of convergence in the Wasserstein distance of...
This preprint corresponds to the third section of https://arxiv.org/abs/1601.03301. The main result ...
We use the language of errors to handle local Dirichlet forms with square field operator (cf [2]). L...
This is a study of the distance between a Brownian motion and a submanifold of a complete Riemannian...
In this paper we will investigate the connection between a random walk and a continuous time stochas...
AbstractWe use the language of errors to handle local Dirichlet forms with squared field operator (c...
This work is devoted to the Lipschitz contraction and the long time behavior of certain Markov proce...
We present a framework for obtaining explicit bounds on the rate of convergence to equilibrium of a ...
An upper bound is given for the mean square Wasserstein distance between the empirical measure of a ...
28 pagesIn a spirit close to classical Stein's method, we introduce a new technique to derive first ...
We consider a two-dimensional random walk that moves in the horizontal direction on the half-plane {...
International audienceWe compute the Wassertein-1 (or Kantorovitch-Rubinstein) distance between a ra...
We provide a general steady-state diffusion approximation result which bounds the Wasserstein distan...
International audienceThe original Donsker theorem says that a standard random walk converges in di...
International audienceMotivated by a theorem of Barbour, we revisit some of the classical limit theo...
In this paper, we study in the Markovian case the rate of convergence in the Wasserstein distance of...
This preprint corresponds to the third section of https://arxiv.org/abs/1601.03301. The main result ...
We use the language of errors to handle local Dirichlet forms with square field operator (cf [2]). L...
This is a study of the distance between a Brownian motion and a submanifold of a complete Riemannian...
In this paper we will investigate the connection between a random walk and a continuous time stochas...
AbstractWe use the language of errors to handle local Dirichlet forms with squared field operator (c...
This work is devoted to the Lipschitz contraction and the long time behavior of certain Markov proce...
We present a framework for obtaining explicit bounds on the rate of convergence to equilibrium of a ...
An upper bound is given for the mean square Wasserstein distance between the empirical measure of a ...
28 pagesIn a spirit close to classical Stein's method, we introduce a new technique to derive first ...
We consider a two-dimensional random walk that moves in the horizontal direction on the half-plane {...