Geometric L 2 and L 1 convergence are equivalent for reversible Markov chains

Geometric L 2 and L 1 convergence are equivalent for reversible Markov chains
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DOI:
10.1239/jap/1085496589
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发表时间:
2001-02
影响因子:
1
通讯作者:
G. Roberts;R. Tweedie
G. Roberts;R. Tweedie
中科院分区:
数学4区
文献类型:
--
作者:
G. Roberts;R. Tweedie

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本文证明了这一命题,并指出它在确定性扫描和随机扫描的随机模型和Gibbs采样器的收敛性评价中有很好的应用。
The paper proves the statement of the title, and shows that it has useful applications in evaluating the convergence of queueing models and Gibbs samplers with deterministic and random scans.