| Article ID: | iaor1999347 |
| Country: | United Kingdom |
| Volume: | 35 |
| Issue: | 1 |
| Start Page Number: | 1 |
| End Page Number: | 11 |
| Publication Date: | Mar 1998 |
| Journal: | Journal of Applied Probability |
| Authors: | Rosenthal Jeffrey S., Roberts Gareth O., Schwartz Peter O. |
| Keywords: | simulation: languages & programs |
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.