Remarks on the speed of convergence of mixing coefficients and applications |
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| Authors: | Martial Longla |
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| Institution: | Department of mathematics, University of Mississippi, University, MS 38677, USA |
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| Abstract: | We study dependence coefficients for copula-based Markov chains. We provide new tools to check the convergence rates of mixing coefficients of copula-based Markov chains. We apply results to the Metropolis–Hastings algorithm. A necessary condition for symmetric copulas is given and mixtures of copulas are studied. |
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| Keywords: | Markov chains Copula Mixing conditions Reversible processes Ergodicity Metropolis–Hastings |
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