A mixture representation of \(\pi\) with applications in Markov chain Monte Carlo and perfect sampling.

DOI10.1214/105051604000000305zbMath1046.60062arXivmath/0407120OpenAlexW2015504781MaRDI QIDQ1879910

Yanyan Li

Publication date: 15 September 2004

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

Full work available at URL: https://arxiv.org/abs/math/0407120

zbMATH Keywords

burn-ingeometric ergodicityregenerationdrift conditionminorization conditionmultigamma couplerKac's theoremsplit chainread-once CFTP

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Monte Carlo methods (65C05) Discrete-time Markov processes on general state spaces (60J05)

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