Rates of convergence for everywhere-positive Markov chains
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- Mandel, Antoine & Veetil, Vipin P., 2021.
"Monetary dynamics in a network economy,"
Journal of Economic Dynamics and Control, Elsevier, vol. 125(C).
- Antoine Mandel & Vipin P Veetil, 2019. "Monetary Dynamics in a Network Economy," Post-Print halshs-02354576, HAL.
- Antoine Mandel & Vipin Veetil, 2021. "Monetary dynamics in a network economy," PSE-Ecole d'économie de Paris (Postprint) halshs-03165773, HAL.
- Antoine Mandel & Vipin P Veetil, 2019. "Monetary Dynamics in a Network Economy," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-02354576, HAL.
- Antoine Mandel & Vipin Veetil, 2021. "Monetary dynamics in a network economy," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-03165773, HAL.
- Antoine Mandel & Vipin Veetil, 2021. "Monetary dynamics in a network economy," Post-Print halshs-03165773, HAL.
- Antoine Mandel & Vipin P. Veetil, 2019. "Monetary Dynamics in a Network Economy," Documents de travail du Centre d'Economie de la Sorbonne 19021, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Yuen, Wai Kong, 2000. "Applications of geometric bounds to the convergence rate of Markov chains on," Stochastic Processes and their Applications, Elsevier, vol. 87(1), pages 1-23, May.
- Lukka Tuomas J. & Kujala Janne V., 2002. "Using Genetic Operators to Speed up Markov Chain Monte Carlo Integration," Monte Carlo Methods and Applications, De Gruyter, vol. 8(1), pages 51-72, December.
- Claudio Asci, 2009. "Generating Uniform Random Vectors in Z p k : The General Case," Journal of Theoretical Probability, Springer, vol. 22(3), pages 791-809, September.
- Nielsen, Adam, 2016. "The Monte Carlo computation error of transition probabilities," Statistics & Probability Letters, Elsevier, vol. 118(C), pages 163-170.
- Sairam Rayaprolu & Zhiyi Chi, 2021. "False Discovery Variance Reduction in Large Scale Simultaneous Hypothesis Tests," Methodology and Computing in Applied Probability, Springer, vol. 23(3), pages 711-733, September.
- Hernández-Lerma, Onésimo & Lasserre, Jean B., 1996. "Existence of bounded invariant probability densities for Markov chains," Statistics & Probability Letters, Elsevier, vol. 28(4), pages 359-366, August.
- Rosenthal, Jeffrey S., 1996. "Markov chain convergence: From finite to infinite," Stochastic Processes and their Applications, Elsevier, vol. 62(1), pages 55-72, March.
- Claudio Asci, 2001. "Generating Uniform Random Vectors," Journal of Theoretical Probability, Springer, vol. 14(2), pages 333-356, April.
- Anton Molyboha & Michael Zabarankin, 2011. "Optimization of steerable sensor network for threat detection," Naval Research Logistics (NRL), John Wiley & Sons, vol. 58(6), pages 564-577, September.
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Keywords
Compact operator Hilbert-Schmidt condition Gibbs sampler Markov chain Monte Carlo Geometric convergence Stationary distribution;Statistics
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