Markov chain convergence: From finite to infinite

DOI10.1016/0304-4149(95)00082-8zbMath0849.60071OpenAlexW2067117479MaRDI QIDQ1915845

Jeffrey S. Rosenthal

Publication date: 7 November 1996

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(95)00082-8

zbMATH Keywords

Monte Carlo algorithmsfinite Markov chainsMetropolis-Hastings algorithmcontinuity assumptions

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Related Items (6)

Applications of geometric bounds to the convergence rate of Markov chains on \(\mathbb R^ {n}\). ⋮ Spectral Analysis of Markov Kernels and Application to the Convergence Rate Of Discrete Random Walks ⋮ Approximating Markov chains and \(V\)-geometric ergodicity via weak perturbation theory ⋮ Estimate of exponential convergence rate in total variation by spectral gap ⋮ Markov-chain monte carlo: Some practical implications of theoretical results ⋮ Generalization of discrete-time geometric bounds to convergence rate of Markov processes on Rⁿ

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