Renewal theory and computable convergence rates for geometrically ergodic Markov chains

Annals of Applied Probability

Volumn 15, Issue 1 B, 2005, Pages 700-738

  Baxendale, Peter H ^a  

^a UNIVERSITY OF SOUTHERN CALIFORNIA   (United States)

Author keywords

Geometric ergodicity; Markov chain Monte Carlo; Metropolis Hastings algorithm; Renewal theory; Reversible Markov chain; Spectral gap

Indexed keywords

EID: 14544277112     PISSN: 10505164     EISSN: None     Source Type: Journal    
DOI: 10.1214/105051604000000710     Document Type: Article

References (23)

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