= P. H. Peskun
{c}
<P. H. Peskun> authored the 1973 paper underlying <Peskun ordering>, a comparison of the efficiency of <Markov chain Monte Carlo> algorithms with the same stationary target.<Optimum Monte-Carlo sampling using Markov chains by P. H. Peskun>[Original byline and transition-matrix comparison]{ref}
For finite reversible <Markov chains>, increasing every off-diagonal transition probability while preserving the stationary law cannot increase the asymptotic <variance> of time averages. The comparison formalizes why spending less time repeating the current state can help statistical estimation, provided the ordering's hypotheses hold. It compares the variance of estimators, not merely their one-step acceptance rates.<Optimum Monte-Carlo sampling using Markov chains by P. H. Peskun>[Pages 607–612, reversible transition comparison]{ref}
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