Language:   Search:   Contact
World of
Mathematics Database
»ZBMATH« MSC 2000
MSC 2010 Reviewer
Service Subscription
»ZBMATH«
ZBMATH Database | Advanced Search Print
Read more | Try MathML | Hide
Zentralblatt MATH has released its new interface!
For an improved author identification, see the new author database of ZBMATH.

ZBMATH Database Simple Search Advanced Search Command Search

Advanced Search

Query:
Fill in the form and click »Search«...
Format:
Display: entries per page entries
Zbl 1043.60054
Jarner, Søren F.; Tweedie, Richard L.
Necessary conditions for geometric and polynomial ergodicity of random-walk-type Markov chains. (English)
[J] Bernoulli 9, No. 4, 559-578 (2003). ISSN 1350-7265

The authors obtain conditions for geometric and polynomial convergence rates of random-walk-type Markov chains to stationarity in terms of existence of exponential resp.~polynomial moments of the invariant distribution and the transition kernel. An application to the Metropolis algorithm is given.
[Rudolf Grübel (Hannover)]
MSC 2000:
*60J05 Markov processes with discrete parameter

Keywords: rate of convergence; stationary distribution; moments; Metropolis algorithm; Markov chain Monte Carlo

Comment on this Item PDF MathML XML ASCII DVI PS BibTeX Online Ordering Article Article Journal Journal

Login Username: Password:

Highlights
Scientific prize winners of the ICM 2010
Overhang
Lie groups, physics and geometry. An introduction for physicists, engineers and chemists.

Master Server

Zentralblatt MATH Berlin [Germany]

© FIZ Karlsruhe GmbH

Zentralblatt MATH master server is maintained by the Editorial Office in Berlin, Section Mathematics and Computer Science of FIZ Karlsruhe and is updated daily.

Other Mirror Sites

Copyright © 2013 Zentralblatt MATH | European Mathematical Society | FIZ Karlsruhe | Heidelberg Academy of Sciences
Published by Springer-Verlag | Webmaster