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Next: -Irreducibility Up: Likelihood Inference for Spatial Previous: Stability Conditions

Markov Chain Convergence

We consider four aspects of what Meyn and Tweedie (1993) call `stability' of Markov chains: tex2html_wrap_inline2319 -irreducibility, small sets, Harris recurrence, and geometric ergodicity. They are generally proved in that order, since the simpler notions must be established before the more complex can be considered. For the point process samplers in Algorithm A we really need only two proofs. The same argument shows both tex2html_wrap_inline2319 -irreducibility and that every bounded set is small, and a second argument shows both Harris recurrence and geometric ergodicity.





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