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Simple Estimation of the Convergence Rate of a Markov Chain
Language: en
Pages:

Simple Estimation of the Convergence Rate of a Markov Chain

Authors: Simon Fraser University. Centre for Systems Science
Categories:
Type: BOOK - Published: 1990 - Publisher:

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Consistency and Convergence Rate of Markov Chain Quasi Monte Carlo with Examples
Language: en
Pages: 124

Consistency and Convergence Rate of Markov Chain Quasi Monte Carlo with Examples

Authors: Su Chen
Categories:
Type: BOOK - Published: 2011 - Publisher: Stanford University

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Markov Chain Monte Carlo methods have been widely used in various scientific disciplines for generation of samples from distributions that are difficult to simu
Consistency and Convergence Rate of Markov Chain Quasi Monte Carlo with Examples
Language: en
Pages:

Consistency and Convergence Rate of Markov Chain Quasi Monte Carlo with Examples

Authors: Su Chen
Categories:
Type: BOOK - Published: 2011 - Publisher:

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Markov Chain Monte Carlo methods have been widely used in various scientific disciplines for generation of samples from distributions that are difficult to simu
Estimating the Rate of Convergence of Markov Chains
Language: en
Pages: 166

Estimating the Rate of Convergence of Markov Chains

Authors: Kee Mein Gooi
Categories: Markov processes
Type: BOOK - Published: 1991 - Publisher:

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Markov Chains
Language: en
Pages: 758

Markov Chains

Authors: Randal Douc
Categories: Mathematics
Type: BOOK - Published: 2018-12-11 - Publisher: Springer

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This book covers the classical theory of Markov chains on general state-spaces as well as many recent developments. The theoretical results are illustrated by s