Quantitative bounds for convergence rates of continuous time Markov processes.

Roberts, Gareth O.; Rosenthal, Jeffrey S.

Electronic Journal of Probability [electronic only] (1996)

  • Volume: 1, Issue: 9, page 1-21
  • ISSN: 1083-589X

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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 -

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