Necessary conditions for geometric and polynomial ergodicity of random-walk-type Markov chains
type: Item
instance of: scholarly article
title: Necessary conditions for geometric and polynomial ergodicity of random-walk-type Markov chains
zbMATH Open document ID: 1043.60054
author: R. L. Tweedie
author: Søren Fiig Jarner
published in: Bernoulli
publication date: 2004-06-10T00:00:00Z
full work available at URL: https://projecteuclid.org/euclid.bj/1066223269
review text: The authors obtain conditions for geometric and polynomial convergence rates of random-walk-type Markov chains to stationarity in terms of existence of exponential resp.~polynomial moments of the invariant distribution and the transition kernel. An application to the Metropolis algorithm is given.
reviewed by: Rudolf Grübel
Mathematics Subject Classification ID: 60J05
zbMATH DE Number: 2072453
zbMATH Keywords: rate of convergence
zbMATH Keywords: stationary distribution
zbMATH Keywords: moments
zbMATH Keywords: Metropolis algorithm
zbMATH Keywords: Markov chain Monte Carlo
MaRDI profile type: MaRDI publication profile
OpenAlex ID: W1964394336
DOI: 10.3150/BJ/1066223269
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description: scientific article; zbMATH DE number 2072453