Variance bounding Markov chains (Q930683): Difference between revisions

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Variance bounding Markov chains
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    Variance bounding Markov chains (English)
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    1 July 2008
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    Markov chain Monte Carlo
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    Metropolis-Hastings algorithm
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    central limit theorem
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    variance
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    Peskun order
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    geometric ergodicity
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    spectrum
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