Necessary conditions for geometric and polynomial ergodicity of random-walk-type Markov chains (Q1431532)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Necessary conditions for geometric and polynomial ergodicity of random-walk-type Markov chains |
scientific article |
Statements
Necessary conditions for geometric and polynomial ergodicity of random-walk-type Markov chains (English)
0 references
10 June 2004
0 references
The authors obtain conditions for geometric and polynomial convergence rates of random-walk-type Markov chains to stationarity in terms of existence of exponential resp.~polynomial moments of the invariant distribution and the transition kernel. An application to the Metropolis algorithm is given.
0 references
rate of convergence
0 references
stationary distribution
0 references
moments
0 references
Metropolis algorithm
0 references
Markov chain Monte Carlo
0 references
