Simulating the invariant measures of Markov chains using backward coupling at regeneration times

Journal

Probability in the Engineering and Informational Sciences
ISSN: 0269-9648 , E-ISSN: 1469-8951

Output data

Year: 1998, Volume: 12, Pages: 303 - 320 Pages count : 18 DOI: 10.1017/s0269964800005209

Authors

Foss SG ¹ , Tweedie RL ² , Corcoran JN ²

Affiliations

1	Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences, 630090 Novosibirsk
2	Department of Statistics, Colorado State University, Fort Collins, CO 80523

Foss S. , Tweedie R. , Corcoran J.
Simulating the invariant measures of Markov chains using backward coupling at regeneration times
Probability in the Engineering and Informational Sciences. 1998. V.12. P.303 - 320. DOI: 10.1017/s0269964800005209 WOS Scopus РИНЦ OpenAlex