Rates of convergence for everywhere-positive Markov chains

DOI10.1016/0167-7152(94)00085-MzbMath0819.60056MaRDI QIDQ1347202

Jeffrey S. Rosenthal, J. R. Baxter

Publication date: 2 April 1995

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

invariant measure; Markov chain; geometric convergence; compact transition operator

Mathematics Subject Classification ID

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

60J35: Transition functions, generators and resolvents

Related Items

Markov-chain monte carlo: Some practical implications of theoretical results, Variance bounding Markov chains, Applications of geometric bounds to the convergence rate of Markov chains on \(\mathbb R^ {n}\)., Markov chain convergence: From finite to infinite, Existence of bounded invariant probability densities for Markov chains

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