Variance bounding Markov chains

DOI10.1214/07-AAP486zbMath1142.60047arXiv0806.2747OpenAlexW3105166259MaRDI QIDQ930683

Jeffrey S. Rosenthal, Gareth O. Roberts

Publication date: 1 July 2008

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

Full work available at URL: https://arxiv.org/abs/0806.2747

zbMATH Keywords

Markov chain Monte Carlospectrumvariancecentral limit theoremMetropolis-Hastings algorithmgeometric ergodicityPeskun order

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Numerical analysis or methods applied to Markov chains (65C40) Spectrum, resolvent (47A10)

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