A note on geometric ergodicity and floating-point roundoff error
نویسندگان
چکیده
We consider the extent to which Markov chain convergence properties are affected by the presence of computer floating-point roundoff error. Both geometric ergodicity and polynomial ergodicity are considered. This paper extends previous work of Roberts, Rosenthal, and Schwartz (1998); connections between that work and the present paper are discussed.
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