On the convergence of the Markov chain simulation method
Athreya, Krishna B. ; Doss, Hani ; Sethuraman, Jayaram
Ann. Statist., Tome 24 (1996) no. 6, p. 69-100 / Harvested from Project Euclid
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The Markov chain simulation method has been successfully used in many problems, including some that arise in Bayesian statistics. We give a self-contained proof of the convergence of this method in general state spaces under conditions that are easy to verify.
Publié le : 1996-02-14
Classification:  Calculation of posterior distributions,  ergodic theorem,  successive substitution sampling,  60J05,  65U05,  60B10 
@article{1033066200,
     author = {Athreya, Krishna B. and Doss, Hani and Sethuraman, Jayaram},
     title = {On the convergence of the Markov chain simulation method},
     journal = {Ann. Statist.},
     volume = {24},
     number = {6},
     year = {1996},
     pages = { 69-100},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1033066200}
}

Athreya, Krishna B.; Doss, Hani; Sethuraman, Jayaram. On the convergence of the Markov chain simulation method. Ann. Statist., Tome 24 (1996) no. 6, pp.  69-100. http://gdmltest.u-ga.fr/item/1033066200/