Publication:3608241
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zbMath1164.65004MaRDI QIDQ3608241
Gareth O. Roberts, Søren Fiig Jarner
Publication date: 28 February 2009
numerical examples; central limit theorem; Gibbs sampler; polynomial ergodicity; Langevin algorithm; random-walk Metropolis algorithm
60J22: Computational methods in Markov chains
60F05: Central limit and other weak theorems
65C05: Monte Carlo methods
60G50: Sums of independent random variables; random walks
65C40: Numerical analysis or methods applied to Markov chains
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