Simulating the invariant measures of Markov chains using backward coupling at regeneration times

Probability in the Engineering and Informational Sciences

Volumn 12, Issue 3, 1998, Pages 303-320

  Foss, S G ^a   Tweedie, R L ^b   Corcoran, J N ^b  

^a SOBOLEV INSTITUTE OF MATHEMATICS   (Russian Federation)

^b Department of Environmental and Radiological Health Sciences   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

ENGINEERING; INDUSTRIAL ENGINEERING;

CYCLE LENGTH; FINITE CHAINS; INVARIANT MEASURE; MONOTONE CHAIN; RANDOM SAMPLE;

MARKOV CHAINS;

EID: 0032394575     PISSN: 02699648     EISSN: None     Source Type: Journal    
DOI: 10.1017/s0269964800005209     Document Type: Article

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