27 citations · 85 across the 14 of their papers we have counts for
Showing math.PRShow all
2 papers · 1 filter
math.PR2020★ 12 cited
Explicit Mean-Square Error Bounds for Monte-Carlo and Linear Stochastic Approximation
Shuhang Chen, Adithya M. Devraj, Ana Bušić +1
This paper concerns error bounds for recursive equations subject to Markovian disturbances. Motivating examples abound within the fields of Markov chain Monte Carlo (MCMC) and Rein…
math.PR2017
Geometric Ergodicity in a Weighted Sobolev Space
Adithya Devraj, Ioannis Kontoyiannis, Sean Meyn
For a discrete-time Markov chain evolving on with transition kernel , natural, general conditions are developed under which the following are established:…