mattingly.pillai.ea:12:diffusion¶
BibTeX Entry:
@article{mattingly.pillai.ea:12:diffusion,
author = {Mattingly, Jonathan C. and Pillai, Natesh S. and Stuart, Andrew M.},
doi = {10.1214/10-AAP754},
fjournal = {The Annals of Applied Probability},
issn = {1050-5164,2168-8737},
journal = {Ann. Appl. Probab.},
mrclass = {60J22 (60H15 60J20 65C05)},
mrnumber = {2977981},
mrreviewer = {Gon\c calo\ Dos Reis},
number = {3},
pages = {881--930},
title = {Diffusion limits of the random walk {M}etropolis algorithm in high dimensions},
url = {https://doi.org/10.1214/10-AAP754},
volume = {22},
year = {2012}
}