Micro-local analysis for the Metropolis algorithm

DOI10.1007/s00209-008-0383-9zbMath1178.60053OpenAlexW2024053721MaRDI QIDQ1024207

Persi Diaconis, Gilles Lebeau

Publication date: 16 June 2009

Published in: Mathematische Zeitschrift (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00209-008-0383-9

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Central limit and other weak theorems (60F05) Monte Carlo methods (65C05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Numerical analysis or methods applied to Markov chains (65C40)

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