We describe the ergodic properties of some Metropolis–Hastings algorithms for heavy-tailed target distributions. The results of these algorithms are usually analyzed under a subgeometric ergodic ...
In this paper we study polynomial and geometric (exponential) ergodicity for M/G/1-type Markov chains and Markov processes. First, practical criteria for M/G/1-type Markov chains are obtained by ...
Markov chains and queueing theory together provide a robust framework for analysing systems that evolve randomly over time. Markov chains describe stochastic processes where the future state depends ...
Forbes contributors publish independent expert analyses and insights. Dr. Lance B. Eliot is a world-renowned AI scientist and consultant. In today’s column, I closely examine an innovative way of ...
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