On the applicability of regenerative simulation in Markov chain Monte Carlo
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Publication:4455367
DOI10.1093/biomet/89.4.731zbMath1035.60080OpenAlexW2047323186MaRDI QIDQ4455367
Galin L. Jones, Jeffrey S. Rosenthal, James P. Hobert, Presnell, Brett
Publication date: 16 March 2004
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/89.4.731
burn-incentral limit theoremgeometric ergodicityasymptotic standard errorslice samplerminorisation condition
Computational methods in Markov chains (60J22) Central limit and other weak theorems (60F05) Monte Carlo methods (65C05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)
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