Convergence properties of perturbed Markov chains

Journal of Applied Probability

Volumn 35, Issue 1, 1998, Pages 1-11

  Roberts, Gareth O ^a   Rosenthal, Jeffrey S ^b   Schwartz, Peter O ^b  

^a UNIVERSITY OF CAMBRIDGE   (United Kingdom)

^b UNIVERSITY OF TORONTO   (Canada)

Author keywords

Convergence rate; Geometric convergence; Markov chain; Monte Carlo; Perturbation; Roundoff error

Indexed keywords

EID: 0032387803     PISSN: 00219002     EISSN: None     Source Type: Journal    
DOI: 10.1017/S0021900200014625     Document Type: Article

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