We are not able to resolve this OAI Identifier to the repository landing page. If you are the repository manager for this record, please head to the Dashboard and adjust the settings.
Motivated by the task of computing normalizing constants and importance sampling in high dimensions, we study the dimension dependence of fluctuations for additive functionals of time-inhomogeneous Langevin-type diffusions on Rd. The main results are nonasymptotic variance and bias bounds, and a central limit theorem in the dββ regime. We demonstrate that a temporal discretization inherits the fluctuation properties of the underlying diffusion, which are controlled at a computational cost growing at most polynomially with d. The key steps include establishing Poincar\'e inequalities for time-marginal distributions of the diffusion and nonasymptotic bounds on deviation from Gaussianity in a martingale central limit theorem
Is data on this page outdated, violates copyrights or anything else? Report the problem now and we will take corresponding actions after reviewing your request.