Fourier transform MCMC, heavy-tailed distributions, and geometric ergodicity. Belomestny, D. & Iosipoi, L. Math. Comput. Simulation, 181:351–363, 2021.
Fourier transform MCMC, heavy-tailed distributions, and geometric ergodicity [link]Paper  doi  bibtex   3 downloads  
@article {MR4162384,
    AUTHOR = {Belomestny, Denis and Iosipoi, Leonid},
     TITLE = {Fourier transform {MCMC}, heavy-tailed distributions, and
              geometric ergodicity},
   JOURNAL = {Math. Comput. Simulation},
  FJOURNAL = {Mathematics and Computers in Simulation},
    VOLUME = {181},
      YEAR = {2021},
     PAGES = {351--363},
      ISSN = {0378-4754},
   MRCLASS = {65C05 (60E10 60G51 60J22)},
  MRNUMBER = {4162384},
       DOI = {10.1016/j.matcom.2020.10.005},
       URL = {https://doi.org/10.1016/j.matcom.2020.10.005},
}

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