Geometric L2 and L1 convergence are equivalent for reversible Markov chains
Gareth O. Roberts and Richard L. Tweedie
Source: J. Appl. Probab. Volume 38A, Issue (2001), 37-41.
Abstract
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.
Primary Subjects: 60J05
Keywords: Rates of convergence; Markov chain; Gibbs sampler; MCMC
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Links and Identifiers
Permanent link to this document: http://projecteuclid.org/euclid.jap/1085496589
Digital Object Identifier: doi:10.1239/jap/1085496589
Mathematical Reviews number (MathSciNet):
MR1915532
Zentralblatt MATH identifier:
1011.60050
