Markov chain convergence: From finite to infinite

DOI10.1016/0304-4149(95)00082-8zbMath0849.60071OpenAlexW2067117479MaRDI QIDQ1915845

Jeffrey S. Rosenthal

Publication date: 7 November 1996

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(95)00082-8

zbMATH Keywords

Monte Carlo algorithmsfinite Markov chainsMetropolis-Hastings algorithmcontinuity assumptions

Mathematics Subject Classification ID

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

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