On convergence of chains with occupational self–interactions
From MaRDI portal
Publication:3043436
DOI10.1098/rspa.2003.1245zbMath1061.60069OpenAlexW2117967319MaRDI QIDQ3043436
Pierre Del Moral, Laurent Miclo
Publication date: 6 August 2004
Published in: Proceedings of the Royal Society of London. Series A: Mathematical, Physical and Engineering Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1098/rspa.2003.1245
Poisson equationalmost sure convergenceresolvent estimateweak contractionreinforced walk\(L^p\)-rate of convergence
Discrete-time Markov processes on general state spaces (60J05) Strong limit theorems (60F15) (L^p)-limit theorems (60F25)
Related Items
A new class of interacting Markov chain Monte Carlo methods ⋮ Sequentially interacting Markov chain Monte Carlo methods ⋮ Recent advances in the long-time analysis of killed degenerate processes and their particle approximation ⋮ A non‐conservative Harris ergodic theorem ⋮ On the stability of positive semigroups ⋮ On nonlinear Markov chain Monte Carlo ⋮ Interacting Markov chain Monte Carlo methods for solving nonlinear measure-valued equations ⋮ An asymptotic result for Brownian polymers ⋮ A Note on Convergence of the Equi-Energy Sampler ⋮ Approximating quasi-stationary distributions with interacting reinforced random walks