One-shot coupling for certain stochastic recursive sequences.
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Publication:1766079
DOI10.1016/S0304-4149(02)00096-0zbMath1058.60058OpenAlexW2011918585MaRDI QIDQ1766079
Jeffrey S. Rosenthal, Gareth O. Roberts
Publication date: 25 February 2005
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0304-4149(02)00096-0
Markov chainDirichlet processGibbs samplercouplingconvergence boundsone-shot couplingstochastic recursive sequence
Computational methods in Markov chains (60J22) Discrete-time Markov processes on general state spaces (60J05) Numerical analysis or methods applied to Markov chains (65C40)
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