The Kendall theorem and its application to the geometric ergodicity of Markov chains

DOI10.4064/am40-2-1zbMath1274.60237arXiv1301.1481OpenAlexW2962768729MaRDI QIDQ5326744

Witold Bednorz

Publication date: 6 August 2013

Published in: Applicationes Mathematicae (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1301.1481

zbMATH Keywords

renewal theoryMarkov chain Monte Carlogeometric ergodicity

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Renewal theory (60K05)

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