Stirling-Markov series transformations with increasingly rapid convergence rates
نویسندگان
چکیده
منابع مشابه
Convergence Rates of Markov Chains
This is an expository paper which presents various ideas related to nonasymptotic rates of convergence for Markov chains. Such rates are of great importance for stochastic algorithms which are widely used in statistics and in computer science. They also have applications to analysis of card shuffling and other areas. In this paper, we attempt to describe various mathematical techniques which ha...
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متن کاملConvergence Rates of Markov Chains
1. Orientation 1 1.1. Example 1: Random-to-Top Card Shuffling 1 1.2. Example 2: The Ehrenfest Urn Model of Diffusion 2 1.3. Example 3: Metropolis-Hastings Algorithm 4 1.4. Reversible Markov Chains 5 1.5. Exercises: Reversiblity, Symmetries and Stationary Distributions 8 2. Coupling 9 2.1. Coupling and Total Variation Distance 9 2.2. Coupling Constructions and Convergence of Markov Chains 10 2.3...
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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 should be run bef...
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ژورنال
عنوان ژورنال: Journal of Mathematical Analysis and Applications
سال: 1986
ISSN: 0022-247X
DOI: 10.1016/0022-247x(86)90268-4