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Geometric Ergodicity and Perfect Simulation

Dublin Core		PKP Metadata Items	Metadata for this Document
1.	Title	Title of document	Geometric Ergodicity and Perfect Simulation
2.	Creator	Author's name, affiliation, country	Wilfrid S. Kendall; University of Warwick
3.	Subject	Discipline(s)
3.	Subject	Keyword(s)
4.	Description	Abstract	This note extends the work of Foss and Tweedie (1998), who showed that availability of the classic Coupling from the Past (CFTP) algorithm of Propp and Wilson (1996) is essentially equivalent to uniform ergodicity for a Markov chain (see also Hobert and Robert, 2004). In this note we show that all geometrically ergodic chains possess dominated CFTP algorithms (not necessarily practical!) which are rather closely connected to Foster-Lyapunov criteria. Hence geometric ergodicity implies dominated CFTP.
5.	Publisher	Organizing agency, location
6.	Contributor	Sponsor(s)
7.	Date	(YYYY-MM-DD)	2004-10-26
8.	Type	Status & genre	Peer-reviewed Article
8.	Type	Type
9.	Format	File format	PDF
10.	Identifier	Uniform Resource Identifier	http://ecp.ejpecp.org/article/view/1117
10.	Identifier	Digital Object Identifier	10.1214/ECP.v9-1117
11.	Source	Journal/conference title; vol., no. (year)	Electronic Communications in Probability; Vol 9
12.	Language	English=en
14.	Coverage	Geo-spatial location, chronological period, research sample (gender, age, etc.)
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