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Adaptive invariant density estimation for continuous-time mixing Markov processes under sup-norm risk
Niklas Dexheimer, Claudia Strauch and Lukas Trottner Annales de l'Institut Henri Poincaré, Probabilités et Statistiques 58(4) (2022) https://doi.org/10.1214/21-AIHP1235
Concentration inequalities for additive functionals: A martingale approach
Concentration of scalar ergodic diffusions and some statistical implications
Cathrine Aeckerle-Willems and Claudia Strauch Annales de l'Institut Henri Poincaré, Probabilités et Statistiques 57(4) (2021) https://doi.org/10.1214/20-AIHP1144
A Shape Theorem for a One-Dimensional Growing Particle System with a Bounded Number of Occupants per Site
Spectral condition, hitting times and Nash inequality
Eva Löcherbach, Oleg Loukianov and Dasha Loukianova Annales de l'Institut Henri Poincaré, Probabilités et Statistiques 50(4) (2014) https://doi.org/10.1214/13-AIHP560
Uniform concentration inequality for ergodic diffusion processes observed at discrete times
Patrick Cattiaux, Arnaud Guillin and Pierre André Zitt Annales de l'Institut Henri Poincaré, Probabilités et Statistiques 49(1) (2013) https://doi.org/10.1214/11-AIHP447
Measure concentration through non-Lipschitz observables and functional inequalities
Polynomial bounds in the Ergodic theorem for one-dimensional diffusions and integrability of hitting times
Eva Löcherbach, Dasha Loukianova and Oleg Loukianov Annales de l'Institut Henri Poincaré, Probabilités et Statistiques 47(2) (2011) https://doi.org/10.1214/10-AIHP359
Curvature, concentration and error estimates for Markov chain Monte Carlo