- Let S Think About The Irreducibility And Aperiodicity Conditions Of The Basic Limit Theorem As Applied To The Metropolis 1 (119.3 KiB) Viewed 74 times
Let's think about the irreducibility and aperiodicity conditions of the Basic Limit Theorem as applied to the Metropolis
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Let's think about the irreducibility and aperiodicity conditions of the Basic Limit Theorem as applied to the Metropolis
Let's think about the irreducibility and aperiodicity conditions of the Basic Limit Theorem as applied to the Metropolis method. Suppose that the graph structure on S is a connected graph. Let a be any distribution other than Trw, the stationary distribution of a random walk on the graph. Show that the Basic Limit Theorem implies that the Metropolis chain converges in distribution to n.