On the convergence of the Markov chain simulation method
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Publication:1922397
DOI10.1214/aos/1033066200zbMath0860.60057OpenAlexW2111437434MaRDI QIDQ1922397
Hani Doss, Krishna B. Athreya, Jayaram Sethuraman
Publication date: 21 April 1997
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1033066200
Discrete-time Markov processes on general state spaces (60J05) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Convergence of probability measures (60B10) Probabilistic methods, stochastic differential equations (65C99)
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