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On properties of floating-point roundoff noise

โœ Scribed by Fettweis, A.


Book ID
117904803
Publisher
IEEE
Year
1974
Weight
322 KB
Volume
22
Category
Article
ISSN
0096-3518

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We consider the extent to which Markov chain convergence properties are a ected by the presence of computer oating-point roundo error. Both geometric ergodicity and polynomial ergodicity are considered. This paper extends previous work of Roberts et al. (J. Appl. Probab. 35 (1998) 1) to the case of