| G.O. Roberts and J.S. Rosenthal. Small and pseudo-small sets for markov chains. Technical report, University of Lancaster, 2000. Available at URL ftp://markov.utstat.toronto.edu/jeff/psmall.ps.Z. |
.... in the study of discrete chains, can now be applied in the general case [14, page ix] More recently small sets have been used by Rosenthal [17] to establish rates of convergence for Markov chain Monte Carlo (see also the extended notion of pseudo small sets described by Roberts and Rosenthal [16]) and also (under the rubric of gamma coupling) to produce effective Coupling from the Past (CFTP) constructions in the work of Murdoch and Green [10, 13] see also some exciting new work on catalytic perfect simulation by Breyer and Roberts [3, 4] The theory of general Markov chains assures us ....
G.O. Roberts and J.S. Rosenthal. Small and pseudo-small sets for markov chains. Technical report, University of Lancaster, 2000. Available at URL ftp://markov.utstat.toronto.edu/jeff/psmall.ps.Z.
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