Bounds on regeneration times and convergence rates for Markov chainsfn1fn1Work supported in part by NSF Grant DMS 9504561 and EPSRC grant GR/J19900.

Author:

Roberts G.O.,Tweedie R.L.

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference15 articles.

1. A new approach to the limit theory of recurrent Markov chains;Athreya;Trans. Amer. Math. Soc.,1978

2. Baxendale, P.H., 1993. Uniform estimates for geometric ergodicity of recurrent Markov processes. Unpublished report, University of Southern California.

3. Geometric bounds for eigenvalues of Markov chains;Diaconis;Ann. App. Probab.,1991

4. Jerrum, M., Sinclair, A., 1996. The Markov chain Monte Carlo method: an approach to approximate counting and integration, 1996. In: Dorit, H. (Ed.), Approximation Algorithms for NP-Hard Problems, PWS, Boston, MA, pp. 482–520.

5. Kannan, R., 1994. Markov chains and polynomial time algorithms. Proc. 35th Annual IEEE Symp. on Foundations of Computer Science, Computer Society Press, pp. 656–671.

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