The ODE method for stability of skip-free Markov chains with applications to MCMC
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Publication:2426609
DOI10.1214/07-AAP471zbMath1148.60052arXivmath/0607800MaRDI QIDQ2426609
Eric Moulines, Sean P. Meyn, Gersende Fort, Pierre Priouret
Publication date: 23 April 2008
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0607800
60J22: Computational methods in Markov chains
65C05: Monte Carlo methods
60J10: Markov chains (discrete-time Markov processes on discrete state spaces)
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