Quantitative bounds for convergence rates of continuous time Markov processes.

Roberts, Gareth O., and Rosenthal, Jeffrey S.. "Quantitative bounds for convergence rates of continuous time Markov processes.." Electronic Journal of Probability [electronic only] 1.9 (1996): 1-21. <http://eudml.org/doc/119500>.

@article{Roberts1996,
author = {Roberts, Gareth O., Rosenthal, Jeffrey S.},
journal = {Electronic Journal of Probability [electronic only]},
keywords = {rates of convergence; Langevin diffusions; Monte Carlo simulation},
language = {eng},
number = {9},
pages = {1-21},
publisher = {University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham},
title = {Quantitative bounds for convergence rates of continuous time Markov processes.},
url = {http://eudml.org/doc/119500},
volume = {1},
year = {1996},
}

TY - JOUR
AU - Roberts, Gareth O.
AU - Rosenthal, Jeffrey S.
TI - Quantitative bounds for convergence rates of continuous time Markov processes.
JO - Electronic Journal of Probability [electronic only]
PY - 1996
PB - University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham
VL - 1
IS - 9
SP - 1
EP - 21
LA - eng
KW - rates of convergence; Langevin diffusions; Monte Carlo simulation
UR - http://eudml.org/doc/119500
ER -