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Geometric Ergodicity and Hybrid Markov Chains

   
@article{ECP981,
	author = {Gareth Roberts and Jeffrey Rosenthal},
	title = {Geometric Ergodicity and Hybrid Markov Chains},
	journal = {Electron. Commun. Probab.},
	fjournal = {Electronic Communications in Probability},
	volume = {2},
	year = {1997},
	keywords = {Markov chain Monte Carlo, hybrid Monte Carlo, geometric ergodicity, reversibility, spectral gap.},
	abstract = {Various notions of geometric ergodicity for Markov chains on general state spaces exist. In this paper, we review certain relations and implications among them.  We then apply these results to a collection of chains commonly used in Markov chain Monte Carlo simulation algorithms, the so-called hybrid chains.  We prove that under certain conditions, a hybrid chain will "inherit" the geometric ergodicity of its constituent parts.},
	pages = {no. 2, 13-25},
	issn = {1083-589X},
	doi = {10.1214/ECP.v2-981},    
        url = {http://ecp.ejpecp.org/article/view/981}}