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Michael Lavine Duke University, Durham, NC, USA. Summary. In recent years there have been several papers giving examples of Markov Chain Monte Carlo (MCMC) algorithms whose invariant measures are improper (have infinite mass) and which therefore are not positive recurrent, yet which have subchains from which valid inference can be derived. These are nonergodic (not having a limiting distributio...
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ژورنال
عنوان ژورنال: Transactions of the American Mathematical Society
سال: 1972
ISSN: 0002-9947
DOI: 10.1090/s0002-9947-1972-0291411-3