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Convergence properties of perturbed Markov chains.

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Convergence properties of perturbed Markov chains. / Roberts, G. O.; Rosenthal, J. S.; Schwartz, P.
In: Journal of Applied Probability, Vol. 35, No. 1, 1998, p. 1-11.

Research output: Contribution to Journal/Magazine › Journal article › peer-review

Harvard

Roberts, GO, Rosenthal, JS & Schwartz, P 1998, 'Convergence properties of perturbed Markov chains.', Journal of Applied Probability, vol. 35, no. 1, pp. 1-11. https://doi.org/10.1239/jap/1032192546

APA

Roberts, G. O., Rosenthal, J. S., & Schwartz, P. (1998). Convergence properties of perturbed Markov chains. Journal of Applied Probability, 35(1), 1-11. https://doi.org/10.1239/jap/1032192546

Vancouver

Roberts GO, Rosenthal JS, Schwartz P. Convergence properties of perturbed Markov chains. Journal of Applied Probability. 1998;35(1):1-11. doi: 10.1239/jap/1032192546

Author

Roberts, G. O. ; Rosenthal, J. S. ; Schwartz, P. / Convergence properties of perturbed Markov chains. In: Journal of Applied Probability. 1998 ; Vol. 35, No. 1. pp. 1-11.

Bibtex

@article{337061a31b5a4b61ad2f771f8f27532d,
title = "Convergence properties of perturbed Markov chains.",
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.",
keywords = "Markov chain, Monte Carlo, perturbation, roundoff error, geometric convergence, convergence rate",
author = "Roberts, {G. O.} and Rosenthal, {J. S.} and P. Schwartz",
year = "1998",
doi = "10.1239/jap/1032192546",
language = "English",
volume = "35",
pages = "1--11",
journal = "Journal of Applied Probability",
publisher = "University of Sheffield",
number = "1",

}

RIS

TY - JOUR

T1 - Convergence properties of perturbed Markov chains.

AU - Roberts, G. O.

AU - Rosenthal, J. S.

AU - Schwartz, P.

PY - 1998

Y1 - 1998

N2 - 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.

AB - 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.

KW - Markov chain

KW - Monte Carlo

KW - perturbation

KW - roundoff error

KW - geometric convergence

KW - convergence rate

U2 - 10.1239/jap/1032192546

DO - 10.1239/jap/1032192546

M3 - Journal article

VL - 35

SP - 1

EP - 11

JO - Journal of Applied Probability

JF - Journal of Applied Probability

IS - 1

ER -