Renewal theory and computable convergence rates for geometrically ergodic Markov chains
Work
Year: 2005
Type: article
Abstract: We give computable bounds on the rate of convergence of the transition probabilities to the stationary distribution for a certain class of geometrically ergodic Markov chains. Our results are differen... more
Author Peter H. Baxendale
Cites: 25
Cited by: 176
Related to: 10
FWCI: 6.955
Citation percentile (by year/subfield): 95.53
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: bronze