Geometric convergence rates for time-sampled Markov chains

DOI10.1023/A:1025672516474zbMath1033.60079MaRDI QIDQ1411351

Jeffrey S. Rosenthal

Publication date: 27 October 2003

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

zbMATH Keywords

Markov chainsMCMC algorithms

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05)

Related Items (1)

CLTs and asymptotic variance of time-sampled Markov chains

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