Extremal indices, geometric ergodicity of Markov chains and MCMC
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Publication:2463676
DOI10.1007/s10687-006-0028-5zbMath1142.65011WikidataQ58406743 ScholiaQ58406743MaRDI QIDQ2463676
Gareth O. Roberts, Jeffrey S. Rosenthal, Johan Segers, Bruno Sousa
Publication date: 16 December 2007
Published in: Extremes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10687-006-0028-5
60J22: Computational methods in Markov chains
60G70: Extreme value theory; extremal stochastic processes
65C05: Monte Carlo methods
65C40: Numerical analysis or methods applied to Markov chains
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