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This paper defines an approximation scheme for a solution of the Poisson equation of a geometrically ergodic Metropolis-Hastings chain $\Phi$.
Equation of state calculations by fast computing machines
Nicholas Metropolis, Arianna W Rosenbluth, Marshall N Rosenbluth, Augusta H Teller, and Edward Teller · 1953
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On markov chains, the transition function of which is a finite sum of products of functions on one variable: Preliminary report
Johannes Theodorus Runnenburg and FW Steutel · 1962
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Monte carlo sampling methods using markov chains and their applications
W. K. Hastings · 1970
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Limit theorems for markov chains of finite rank
A.H. Hoekstra and F.W. Steutel · 1984
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Central limit theorem for additive functionals of reversible Markov processes and applications to simple exclusions
C. Kipnis and S. R. S. Varadhan · 1986
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Practical Markov chain Monte Carlo
Charles J Geyer · 1992
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Convergence of pseudo-finite markov chains
Jeffrey S Rosenthal · 1992
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Variance reduction through smoothing and control variates for markov chain simulations
Sigrún Andradóttir, Daniel P Heyman, and Teunis J Ott · 1993
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Computable bounds for geometric convergence rates of Markov chains
Sean P. Meyn and R. L. Tweedie · 1994
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Markov chains for exploring posterior distributions
Luke Tierney · 1994
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A Liapounov bound for solutions of the Poisson equation
Peter W. Glynn and Sean P. Meyn · 1996
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Rates of convergence of the Hastings and Metropolis algorithms
K. L. Mengersen and R. L. Tweedie · 1996
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Geometric convergence and central limit theorems for multidimensional Hastings and Metropolis algorithms
G. O. Roberts and R. L. Tweedie · 1996
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Exponential convergence of Langevin distributions and their discrete approximations
Gareth O. Roberts and Richard L. Tweedie · 1996
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Variance Reduction Via an Approximating Markov Process
Shane G Henderson · 1997
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Geometric ergodicity and hybrid Markov chains
Gareth O. Roberts and Jeffrey S. Rosenthal · 1997
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Further topics on discrete-time Markov control processes
Onésimo Hernández-Lerma and Jean Bernard Lasserre · 1999
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Performance evaluation and policy selection in multiclass networks
Shane G. Henderson, Sean P. Meyn, and Vladislav B. Tadić · 2003
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General state space Markov chains and MCMC algorithms
Gareth O. Roberts and Jeffrey S. Rosenthal · 2004
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Renewal theory and computable convergence rates for geometrically ergodic Markov chains
Peter H. Baxendale · 2005
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Spectral properties of trinomial trees
Aleksandar Mijatović · 2007
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Control techniques for complex networks
Sean Meyn · 2008
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Markov chains and stochastic stability
Sean Meyn and Richard L. Tweedie · 2009
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Søren Fiig Jarner and Ernst Hansen · 2000
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The Poisson equation for countable Markov chains: probabilistic methods and interpretations
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Aleksandar Mijatović and Martijn Pistorius · 2013
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