Regeneration-enriched Markov processes with application to Monte Carlo
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Publication:2240830
DOI10.1214/20-AAP1602zbMath1476.60126arXiv1910.05037WikidataQ71434324 ScholiaQ71434324MaRDI QIDQ2240830
David Steinsaltz, Gareth O. Roberts, Murray Pollock, Andi Q. Wang
Publication date: 4 November 2021
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1910.05037
Markov chain Monte Carloright processinhomogeneous Poisson processcoupling from the pastregenerative Markov process
Computational methods in Markov chains (60J22) Continuous-time Markov processes on general state spaces (60J25) Monte Carlo methods (65C05) Right processes (60J40)
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