@article{diffusionapproximationsforthompson,
  title = {Diffusion Approximations for Thompson Sampling},
  author = {Lin Fan and Peter W. Glynn},
  year = {2021},
  eprint = {2105.09232},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2105.09232v4},
}