Geometric convergence and central limit theorems for multidimensional Hastings and Metropolis algorithms

Journal Article Geometric convergence and central limit theorems for multidimensional Hastings and Metropolis algorithms Get access G. O. ROBERTS, G. O. ROBERTS Statistical Laboratory, Department of Pure Mathematics and Mathematical Statistics, University of CambridgeCambridge CB2 1SB, U.K. Search for other works by this author on: Oxford Academic Google Scholar R. L. TWEEDIE R. L. TWEEDIE Department of Statistics, Colorado State UniversityFort Collins, Colorado 80523, U.S.A. Search for other works by this author on: Oxford Academic Google Scholar Biometrika, Volume 83, Issue 1, March 1996, Pages 95–110, https://doi.org/10.1093/biomet/83.1.95 Published: 01 March 1996 Article history Received: 01 June 1994 Revision received: 01 October 1995 Published: 01 March 1996