Roberts, G. O. and Rosenthal, J. S. and Schwartz, P. (1998) Convergence properties of perturbed Markov chains. Journal of Applied Probability, 35 (1). pp. 1-11.
Full text not available from this repository.Official URL: http://dx.doi.org/10.1239/jap/1032192546
Abstract
In this paper, we consider the question of which convergence properties of Markov chains are preserved under small perturbations. Properties considered include geometric ergodicity and rates of convergence. Perturbations considered include roundoff error from computer simulation. We are motivated primarily by interest in Markov chain Monte Carlo algorithms.
| Item Type: | Article |
|---|---|
| Journal or Publication Title: | Journal of Applied Probability |
| Uncontrolled Keywords: | Markov chain ; Monte Carlo ; perturbation ; roundoff error ; geometric convergence ; convergence rate |
| Subjects: | Q Science > QA Mathematics |
| Departments: | Faculty of Science and Technology > Lancaster Environment Centre |
| ID Code: | 19472 |
| Deposited By: | ep_ss_importer |
| Deposited On: | 14 Nov 2008 16:40 |
| Refereed?: | Yes |
| Published?: | Published |
| Last Modified: | 26 Jul 2012 15:30 |
| Identification Number: | |
| URI: | http://eprints.lancs.ac.uk/id/eprint/19472 |
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