Convergence Rates for Markov Chains
نویسندگان
چکیده
منابع مشابه
Convergence Rates for Markov Chains
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0. Introduction It is often useful to know that the distribution of a Markov process converges to a stationary distribution, and if possible to know how rapidly convergence takes place. Such rates of convergence are of particular interest when running stochastic algorithms such as Markov chain Monte Carlo (see Gelfand and Smith, 1990; Tierney, 1994), since they indicate how long the algorithm s...
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ژورنال
عنوان ژورنال: SIAM Review
سال: 1995
ISSN: 0036-1445,1095-7200
DOI: 10.1137/1037083