Approximations of geometrically ergodic reversible markov chains

DOI10.1017/apr.2021.10zbMath1478.60199arXiv1702.07441OpenAlexW3215981132WikidataQ114119653 ScholiaQ114119653MaRDI QIDQ5013245

Jeffrey Negrea, Jeffrey S. Rosenthal

Publication date: 29 November 2021

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

Full work available at URL: https://arxiv.org/abs/1702.07441

zbMATH Keywords

Monte CarloperturbationsMarkov chain

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Discrete-time Markov processes on general state spaces (60J05)

Related Items (2)

Robustness of iterated function systems of Lipschitz maps ⋮ Perturbation bounds for Monte Carlo within metropolis via restricted approximations

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