Variance bounding Markov chains (Q930683)

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Variance bounding Markov chains
scientific article

    Statements

    title
    Variance bounding Markov chains (English)
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    author
    Gareth O. Roberts
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    Jeffrey S. Rosenthal
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    publication date
    1 July 2008
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    zbMATH Keywords
    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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    Identifiers

    DOI
    10.1214/07-AAP486
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    Mathematics Subject Classification ID
    60J10
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    65C40
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    47A10
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    60J22
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    zbMATH DE Number
    5294993
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