Geometric Ergodicity and Perfect Simulation

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dc.creatorKendall, Wilfrid S.
dc.date2004-10-01
dc.date.accessioned2026-07-07T08:06:29Z
dc.date.available2026-07-07T08:06:29Z
dc.descriptionThis note extends the work of Foss and Tweedie (1997), who showed that availability of the classic Coupling from The Past algorithm of Propp and Wilson (1996) is essentially equivalent to uniform ergodicity for a Markov chain (see also HobertRobert, 2004). In this note we show that all geometrically ergodic chains possess dominated Coupling from The Past algorithms (not necessarily practical!) which are rather closely connected to Foster-Lyapunov criteria.
dc.description16 pages; LaTeX. Minor reformatting to reduce incidence of long lines
dc.identifierhttps://arxiv.org/abs/math/0410012
dc.identifierhttp://arxiv.org/abs/math/0410012
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/130623
dc.subjectProbability
dc.subjectStatistics Theory
dc.subject60J10; 65C05; 68U20
dc.titleGeometric Ergodicity and Perfect Simulation
dc.typetext

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