Renewal theory and computable convergence rates for geometrically erdgodic Markov chains

DOI10.1214/105051604000000710zbMath1070.60061arXivmath/0503515OpenAlexW2122337269MaRDI QIDQ1774194

Peter H. Baxendale

Publication date: 29 April 2005

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0503515

zbMATH Keywords

Markov chain Monte Carlospectral gapMetropolis-Hastings algorithmgeometric ergodicityreversible Markov chaincoupling theorystochastically monotone Markov chains

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Continuous-time Markov processes on discrete state spaces (60J27) Renewal theory (60K05)

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