Quantitative contraction rates for Markov chains on general state spaces
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Publication:2631852
DOI10.1214/19-EJP287zbMath1466.60137arXiv1808.07033OpenAlexW2962732064MaRDI QIDQ2631852
Andreas Eberle, Mateusz B. Majka
Publication date: 16 May 2019
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1808.07033
Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Discrete-time Markov processes on general state spaces (60J05) Numerical analysis or methods applied to Markov chains (65C40) Numerical solutions to stochastic differential and integral equations (65C30)
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