Explicit bounds for geometric convergence of Markov chains

DOI10.1239/JAP/1014842825zbMath0970.60084OpenAlexW1995283012MaRDI QIDQ4529130

John E. Kolassa

Publication date: 16 October 2001

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

Full work available at URL: https://doi.org/10.1239/jap/1014842825

zbMATH Keywords

Monte CarloMarkov chaingeometric convergence

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)

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