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"Fourier transform MCMC, heavy-tailed distributions, and geometric ergodicity."

Denis Belomestny, Leonid Iosipoi (2021)

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DOI: 10.1016/J.MATCOM.2020.10.005

access: closed

type: Journal Article

metadata version: 2020-11-11

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  - journals/mcs/BelomestnyI21
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  - https://dblp.org/rec/journals/mcs/BelomestnyI21
Denis Belomestny, Leonid Iosipoi:
Fourier transform MCMC, heavy-tailed distributions, and geometric ergodicity. Math. Comput. Simul. 181: 351-363 (2021)

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