Geometric Ergodicity and Hybrid Markov Chains
Open Access
- 1 January 1997
- journal article
- Published by Institute of Mathematical Statistics in Electronic Communications in Probability
- Vol. 2 (none) , 13-25
- https://doi.org/10.1214/ecp.v2-981
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.Keywords
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