Necessary conditions for geometric and polynomial ergodicity of random-walk-type Markov chains (Q1431532)
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scientific article; zbMATH DE number 2072453
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Necessary conditions for geometric and polynomial ergodicity of random-walk-type Markov chains |
scientific article; zbMATH DE number 2072453 |
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Necessary conditions for geometric and polynomial ergodicity of random-walk-type Markov chains (English)
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10 June 2004
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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.
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rate of convergence
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stationary distribution
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moments
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Metropolis algorithm
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Markov chain Monte Carlo
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0.89942133
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0.89890814
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0.8901676
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0.8835047
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0.88214326
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