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An ergodic L2-theorem for simulated annealing in bayesian image reconstruction

Published online by Cambridge University Press:  14 July 2016

Gerhard Winkler
Gerhard Winkler*
Affiliation:
Universität München
*
∗ Postal address: Mathematisches Institut der Ludwig-Maximillians-Universität Munchen, Theresienstrasse 39, D-8000 München 2, West Germany.
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Abstract

An ergodic L2-theorem for inhomogeneous Markov chains covering simulated annealing with or without constraints and stochastic relaxation with or without constraints arising in Bayesian image reconstruction is proved. The derivation is self-contained.

Keywords

MARKOV CHAINSLIMIT THEOREMS
Type
Research Papers
Information
Journal of Applied Probability , Volume 27 , Issue 4 , December 1990 , pp. 779 - 791
Copyright
Copyright © Applied Probability Trust 1990 

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References

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