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"Fourier transform MCMC, heavy-tailed distributions, and geometric ergodicity."
Denis Belomestny, Leonid Iosipoi (2021)
- Denis Belomestny, Leonid Iosipoi:
Fourier transform MCMC, heavy-tailed distributions, and geometric ergodicity. Math. Comput. Simul. 181: 351-363 (2021)
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