Shift-coupling and convergence rates of ergodic averages

DOI10.1080/15326349708807418zbMath0871.60046OpenAlexW1983145649WikidataQ126243612 ScholiaQ126243612MaRDI QIDQ3128427

Gareth O. Roberts, Jeffrey S. Rosenthal

Publication date: 24 September 1997

Published in: Communications in Statistics. Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15326349708807418

zbMATH Keywords

Markov chain Monte Carlodrift conditionshift-couplingminorization conditioncomputable boundssmall set

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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