Fourier transform MCMC, heavy-tailed distributions, and geometric ergodicity
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Publication:1998313
DOI10.1016/J.MATCOM.2020.10.005OpenAlexW3091949920MaRDI QIDQ1998313FDOQ1998313
Authors: D. Belomestny, Leonid Iosipoi 
Publication date: 6 March 2021
Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1909.00698
Stochastic processes (60Gxx) Probabilistic methods, stochastic differential equations (65Cxx) Inference from stochastic processes (62Mxx) Statistical sampling theory and related topics (62Dxx)
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