Ergodic averages for monotone functions using upper and lower dominating processes

DOI10.1214/07-BA231MaRDI QIDQ5965242zbMATH OpenFDO

Authors Jesper Møller, K. Mengersen

Publication date 2 March 2016

Published in Bayesian Analysis (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.ba/1340370714

zbMATH Keywords

asymptotic varianceBayesian modelsburn-inergodic averageIsing modelMarkov chain Monte Carlomixture modelmonotonocityperfect simulationrandom walkspatial modelsupper and lower dominating processes

Mathematics Subject Classification ID

Bayesian inference (62F15) Inference from spatial processes (62M30) Monte Carlo methods (65C05)

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Cited in

(1)

• A short note on the monotonicity of the Erlang C formula in the Halfin-Whitt regime

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