The code is written in Matlab. 
LMC_for_reference_dist.m can generate samples using LMC with decreasing step size.
computeref.m can compute some reference value that will be used when plot the figure.
LMC.m generate samples using LMC with fixed step size.
proximal.m generate samples using approximation scheme (Varadhan’s asymptotics, Appendix A).

plotfil.m generate the plots. 