CONVERGENCE PROPERTIES OF PERTURBED MARKOV-CHAINS

Citation
Go. Roberts et al., CONVERGENCE PROPERTIES OF PERTURBED MARKOV-CHAINS, Journal of Applied Probability, 35(1), 1998, pp. 1-11
Citations number
16
Categorie Soggetti
Statistic & Probability","Statistic & Probability
ISSN journal
00219002
Volume
35
Issue
1
Year of publication
1998
Pages
1 - 11
Database
ISI
SICI code
0021-9002(1998)35:1<1:CPOPM>2.0.ZU;2-3
Abstract
In this paper, we consider the question of which convergence propertie s of Markov chains are preserved under small perturbations. Properties considered include geometric ergodicity and rates of convergence. Per turbations considered include roundoff error from computer simulation. We are motivated primarily by interest in Markov chain Monte Carlo al gorithms.