We study finite-iteration behavior of asynchronous categorical distributional temporal-difference methods, covering scalar categorical TD (CTD) in the Cramér geometry and multivariate signed-categorical TD (MTD) in the maximum mean discrepancy (MMD) geometry. We establish high-probability guarantees under i.i.d. sampling and under a continuing Markovian trajectory. For CTD, the Cramér sample complexity to the true return law has leading term
O~(ρmin−1(1−γ)−2ε−2) in the i.i.d. and
O~(μmin−1(1−γ)−2ε−2+μmin−1tmix) in the Markovian setting, without using variance reduction or data dropping. For MTD, the MMD sample complexity has leading terms
O~(ρmin−1(1−γ)−1−cε−2) and
O~(μmin−1(1−γ)−1−cε−2+μmin−1tmix), where
c∈(0,2) is the homogeneity exponent of the MMD kernel, and they reduce to the CTD rates when
c=1. These are, to our knowledge, the first finite-iteration rates for MTD. For undiscounted fixed-horizon policy evaluation, the same analysis applies to fixed-horizon versions of CTD and MTD under i.i.d. and episodic sampling, and the rates match the discounted ones with the effective horizon
(1−γ)−1 replaced by the horizon
H in the leading term. Matching minimax lower bounds show that the leading terms, and the implied
1-Wasserstein rates, are optimal under i.i.d., Markovian, and episodic sampling. Together, these results provide a unified non-asymptotic analysis of asynchronous categorical distributional TD across scalar, multivariate, discounted, and fixed-horizon settings, with rates that are minimax optimal in their leading terms.