Advertisement

Invariant Measures and Related Topics

  • Pierre Del Moral
Part of the Probability and its Applications book series (PIA)

Abstract

One of the central questions in the theory of time-homogeneous Feynman-Kac semigroups is the existence of invariant measures and the rapidity at which the memory of the initial distribution is lost. This section is centered around this theme. This question is related to different kinds of problems arising in physical, engineering, and applied probability. To guide the reader and give some concrete basis to this section, we have chosen to give a brief introduction on the different ways to interpret and to answer this question.

Keywords

Markov Chain Monte Carlo Markov Chain Invariant Measure Markov Transition Total Variation Distance 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Copyright information

© Springer-Verlag New York, LLC 2004

Authors and Affiliations

  • Pierre Del Moral
    • 1
  1. 1.Laboratoire de Statistique et ProbabilitésUniversité Paul SabatierToulouse, Cedex 4France

Personalised recommendations