Erratum to: Extremal indices, geometric ergodicity of Markov chains, and MCMC

DOI10.1007/S10687-009-0099-1MaRDI QIDQ650738zbMATH OpenOpenAlexWikidataFDO

Authors Gareth O. Roberts, Jeffrey S. Rosenthal, Johan Segers, Bruno Sousa

Publication date 27 November 2011

Published in Extremes (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10687-009-0099-1

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Extreme value theory; extremal stochastic processes (60G70)

Cited in

(3)

• ON EXTREMAL INDICES FOR SOME MARKOV CHAINS INDUCED BY MCMC ALGORITHMS
• Erratum to: ``A measure concentration inequality for contracting Markov chains
• Erratum to “THE ASYMPTOTIC EQUIPARTITION PROPERTY FOR ASYMPTOTIC CIRCULAR MARKOV CHAINS” [Probability in the Engineering and Informational Sciences, 24, 2010, 279–288]

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