Home > Research > Publications & Outputs > Convergence properties of perturbed Markov chains.
View graph of relations

Convergence properties of perturbed Markov chains.

Research output: Contribution to Journal/MagazineJournal articlepeer-review

Published
  • G. O. Roberts
  • J. S. Rosenthal
  • P. Schwartz
Close
<mark>Journal publication date</mark>1998
<mark>Journal</mark>Journal of Applied Probability
Issue number1
Volume35
Number of pages11
Pages (from-to)1-11
Publication StatusPublished
<mark>Original language</mark>English

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.