Estimating the second largest eigenvalue of a Markov transition matrix

Garren, Steven T., Smith, Richard L. . Bernoulli 2000. 6 (2) :215-242

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Bibtex

@article{CIS-162506,
  Author = {Garren, Steven T. and Smith, Richard L.},
  Title = {Estimating the second largest eigenvalue of a Markov transition matrix},
  Journal = {Bernoulli},
  Volume = {6},
  Number = {2},
  Year = {2000},
  Pages = {215--242},
  Keywords = {Gibbs sampler, Markov chain Monte Carlo, Metropolis-Hastings algorithm, Hilbert-Schmidt operator}
}

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