A note on formal constructions of sequential conditional couplings

We discuss a formal mathematical framework for certain coupling constructions via minorisation conditions, which are often used to prove bounds on convergence to stationarity of stochastic processes and Markov chain Monte Carlo algorithms.

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Year of publication:	2013
Authors:	Roberts, Gareth O. ; Rosenthal, Jeffrey S.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 83.2013, 9, p. 2073-2076
Publisher:	Elsevier
Subject:	Markov chain \| Convergence rate \| MCMC algorithm \| Coupling constructions

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010678736