A note on geometric ergodicity and floating-point roundoff error

Statistics and Probability Letters

Volumn 53, Issue 2, 2001, Pages 123-127

  Breyer, Laird ^a   Roberts, Gareth O ^a   Rosenthal, Jeffrey S ^b  

^a LANCASTER UNIVERSITY   (United Kingdom)

^b UNIVERSITY OF TORONTO   (Canada)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0042851733     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-7152(01)00054-2     Document Type: Article

References (5)

1. IEEE, 1985. ANSI/IEEE Standard 754-1985. In: IEEE Standard for Binary Floating-Point Arithmetic, IEEE, New York.
2. Mengersen K.L., Tweedie R.L. Rates of convergence of the Hastings and Metropolis algorithms. Ann. Statist. 24:1996;12-101.
3. Roberts G.O., Rosenthal J.S. Geometric ergodicity and hybrid Markov chains. Electronic Commun. Probab. 2(2):1997;13-25.
4. Roberts G.O., Rosenthal J.S., Schwartz P.O. Convergence properties of perturbed Markov chains. J. Appl. Probab. 35:1998;1-11.
5. Roberts G.O., Tweedie R.L. Geometric convergence and central limit theorems for multidimensional Hastings and Metropolis algorithms. Biometrika. 83(1):1996;95-110.