Asymptotic Variance and Convergence Rates of Nearly-Periodic Markov Chain Monte Carlo Algorithms (Q4468534)

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scientific article; zbMATH DE number 2073224
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Asymptotic Variance and Convergence Rates of Nearly-Periodic Markov Chain Monte Carlo Algorithms
scientific article; zbMATH DE number 2073224

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    Asymptotic Variance and Convergence Rates of Nearly-Periodic Markov Chain Monte Carlo Algorithms (English)
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    10 June 2004
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    convergence rate
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    periodicity
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    Markov chain Monte Carlo
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    Metropolis algorithms
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