most citedA mixture representation of πwith applications in Markov chain Monte Carlo and perfect sampling

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math.PR2004★ 34 cited

A mixture representation of πwith applications in Markov chain Monte Carlo and perfect sampling

James P. Hobert, Christian P. Robert

Let X={X_n:n=0,1,2,...} be an irreducible, positive recurrent Markov chain with invariant probability measure π. We show that if X satisfies a one-step minorization condition, then…