Interruptible exact sampling in the passive case
Probability
2007-06-13 v1 Statistics Theory
Statistics Theory
Abstract
We establish, for various scenarios, whether or not interruptible exact stationary sampling is possible when a finite-state Markov chain can only be viewed passively. In particular, we prove that such sampling is not possible using a single copy of the chain. Such sampling is possible when enough copies of the chain are available, and we provide an algorithm that terminates with probability one.
Keywords
Cite
@article{arxiv.math/0202136,
title = {Interruptible exact sampling in the passive case},
author = {Keith Crank and James Allen Fill},
journal= {arXiv preprint arXiv:math/0202136},
year = {2007}
}
Comments
17 pages. See also http://www.mts.jhu.edu/~fill/ . To be submitted for publication in spring, 2002