Geometric Ergodicity and Hybrid Markov Chains
نویسندگان
چکیده
منابع مشابه
Geometric Ergodicity and Hybrid Markov Chains
Various notions of geometric ergodicity for Markov chains on general state spaces exist. In this paper, we review certain relations and implications among them. We then apply these results to a collection of chains commonly used in Markov chain Monte Carlo simulation algorithms, the so-called hybrid chains. We prove that under certain conditions, a hybrid chain will “inherit” the geometric ergo...
متن کاملElectronic Communications in Probability Geometric Ergodicity and Hybrid Markov Chains
Various notions of geometric ergodicity for Markov chains on general state spaces exist. In this paper, we review certain relations and implications among them. We then apply these results to a collection of chains commonly used in Markov chain Monte Carlo simulation algorithms, the so-called hybrid chains. We prove that under certain conditions, a hybrid chain will \inherit" the geometric ergo...
متن کاملGeometric Ergodicity and Hybrid Markov
Various notions of geometric ergodicity for Markov chains on general state spaces exist. In this paper, we review certain relations and implications among them. We then apply these results to a collection of chains commonly used in Markov chain Monte Carlo simulation algorithms, the so-called hybrid chains. We prove that under certain conditions, a hybrid chain will \inherit" the geometric ergo...
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When f ≡ 1, the f -norm is the total variation norm, which is denoted ‖μ‖TV. Assume that P is aperiodic positive Harris recurrent with stationary distribution π. Then the iterated kernels P(x, ·) converge to π. The rate of convergence of P(x, .) to π does not depend on the starting state x, but exact bounds may depend on x. Hence, it is of interest to obtain non uniform or quantitative bounds o...
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ژورنال
عنوان ژورنال: Electronic Communications in Probability
سال: 1997
ISSN: 1083-589X
DOI: 10.1214/ecp.v2-981