In this paper, we consider the question of which convergence properties of Markov chains are preserved under small perturbations. Properties considered include geometric ergodicity and rates of convergence. Perturbations considered include roundoff error from computer simulation. We are motivated primarily by interest in Markov chain Monte Carlo algorithms.
No takes yet. Share an insight, caveat, or question.
Roberts et al. (1998) studied this question.
Synapse has enriched 5 closely related papers on similar clinical questions. Consider them for comparative context: