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Asymptotic variance for random walk metropolis chains in high dimensions : logarithmic growth via the Poisson equation
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Mijatović, Aleksandar and Vogrinc, Jure (2019) Asymptotic variance for random walk metropolis chains in high dimensions : logarithmic growth via the Poisson equation. Advances in Applied Probability, 51 (4). (In Press)
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WRAP-asymptotic-variance-random-walk-metropolis-chains-high-dimensions-Vogrinc-2019.pdf - Accepted Version - Requires a PDF viewer. Download (892Kb) | Preview |
| Item Type: | Journal Article | |||||||||||||||
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| Subjects: | Q Science > QA Mathematics | |||||||||||||||
| Divisions: | Faculty of Science > Statistics | |||||||||||||||
| Library of Congress Subject Headings (LCSH): | Random walks (Mathematics), Asymptotic expansions | |||||||||||||||
| Journal or Publication Title: | Advances in Applied Probability | |||||||||||||||
| Publisher: | Applied Probability Trust | |||||||||||||||
| ISSN: | 0001-8678 | |||||||||||||||
| Official Date: | December 2019 | |||||||||||||||
| Dates: |
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| Date of first compliant deposit: | 19 June 2019 | |||||||||||||||
| Volume: | 51 | |||||||||||||||
| Number: | 4 | |||||||||||||||
| Status: | Peer Reviewed | |||||||||||||||
| Publication Status: | In Press | |||||||||||||||
| Publisher Statement: | Accepted for publication by the Applied Probability Trust (http://www.appliedprobability.org) in Advances in Applied Probability, 51 (4). | |||||||||||||||
| Access rights to Published version: | Restricted or Subscription Access | |||||||||||||||
| RIOXX Funder/Project Grant: |
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