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Stationarity

A probability measure tex2html_wrap_inline2523 is stationary or invariant for the kernel P if tex2html_wrap_inline2527 where right multiplication by a measure is defined by

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This is the basic property required of an MCMC sampler, that it have a specified stationary distribution tex2html_wrap_inline2523 .



Charles Geyer
Fri Jul 5 15:26:21 CDT 1996