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On roundoff error distributions in floating point and logarithmic arithmetic

โœ Scribed by J. L. Barlow; E. H. Bareiss

Publisher
Springer Vienna
Year
1985
Tongue
English
Weight
895 KB
Volume
34
Category
Article
ISSN
0010-485X

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โœ Laird Breyer; Gareth O. Roberts; Jeffrey S. Rosenthal ๐Ÿ“‚ Article ๐Ÿ“… 2001 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 86 KB

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