Discretization of Continuous Markov Chains and Markov Chain Monte Carlo Convergence Assessment

DOI10.2307/2669849zbMath1013.60055OpenAlexW4231440686MaRDI QIDQ4541166

Chantal Guihenneuc-Jouyaux, Christian P. Robert Robert

Publication date: 30 July 2002

Full work available at URL: https://doi.org/10.2307/2669849

zbMATH Keywords

divergenceMarkov chain Monte Carlo algorithmrenewal time

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Continuous-time Markov processes on discrete state spaces (60J27)

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