Czasopismo
Tytuł artykułu
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Warianty tytułu
Języki publikacji
Abstrakty
We give an improved quantitative version of the Kendall theorem. The Kendall theorem states that under mild conditions imposed on a probability distribution on the positive integers (i.e. a probability sequence) one can prove convergence of its renewal sequence. Due to the well-known property (the first entrance last exit decomposition) such results are of interest in the stability theory of time-homogeneous Markov chains. In particular this approach may be used to measure rates of convergence of geometrically ergodic Markov chains and consequently implies estimates on convergence of MCMC estimators.
Słowa kluczowe
Kategorie tematyczne
Czasopismo
Rocznik
Tom
Numer
Strony
129-165
Opis fizyczny
Daty
wydano
2013
Twórcy
autor
- Institute of Mathematics, Warsaw University, 02-097 Warszawa, Poland
Bibliografia
Typ dokumentu
Bibliografia
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DOI
Identyfikator YADDA
bwmeta1.element.bwnjournal-article-doi-10_4064-am40-2-1