## Harris Recurrence and MCMC: A Simplified Approach

Publikation: Working paperForskning

### Dokumenter

• T.N. Thiele Centre
• Institut for Matematiske Fag
A key result underlying the theory of MCMC is that any $\eta$-irreducible Markov chain having a transition density with respect to $\eta$ and possessing a stationary distribution is automatically positive Harris recurrent. This paper provides a short self-contained proof of this fact.
Originalsprog Engelsk Århus Thiele Centre, Institut for Matematiske Fag, Aarhus Universitet 7 Udgivet - 6 jul. 2010

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