Explicit bounds for geometric convergence of Markov chains

DOI10.1239/jap/1014842825zbMath0970.60084MaRDI QIDQ4529130

Publication date: 16 October 2001

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/jap/1014842825

zbMATH Keywords

Monte Carlo; Markov chain; geometric convergence

Mathematics Subject Classification ID

62E20: Asymptotic distribution theory in statistics

60J20: Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.)