Geometric Convergence Rates for Time-Sampled Markov Chains

Jeffrey S. Rosenthal ()
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Jeffrey S. Rosenthal: University of Toronto

Journal of Theoretical Probability, 2003, vol. 16, issue 3, 671-688

Abstract: Abstract We consider time-sampled Markov chain kernels, of the form P μ =∑ n μ n P n . We prove bounds on the total variation distance to stationarity of such chains. We are motivated by the analysis of near-periodic MCMC algorithms.

Keywords: Markov chains; MCMC algorithms (search for similar items in EconPapers)
Date: 2003
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DOI: 10.1023/A:1025672516474

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