Convergence of Metropolis-type algorithms for a large canonical ensemble

DOI10.1134/S0001434607090210zbMath1147.60048MaRDI QIDQ942072

N. P. Vabishchevich

Publication date: 3 September 2008

Published in: Mathematical Notes (Search for Journal in Brave)

zbMATH Keywords

Markov processMetropolis algorithmgeometric ergodicitydrift condition

Mathematics Subject Classification ID

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

Cites Work

• Unnamed Item
• Markov chains and stochastic stability
• General state space Markov chains and MCMC algorithms
• Rates of convergence of the Hastings and Metropolis algorithms
• Monte Carlo sampling methods using Markov chains and their applications

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