Interruptible exact sampling in the passive case

dc.creatorCrank, Keith
dc.creatorFill, James Allen
dc.date2002-02-14
dc.date.accessioned2026-07-07T08:06:01Z
dc.date.available2026-07-07T08:06:01Z
dc.descriptionWe 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.
dc.description17 pages. See also http://www.mts.jhu.edu/~fill/ . To be submitted for publication in spring, 2002
dc.identifierhttps://arxiv.org/abs/math/0202136
dc.identifierhttp://arxiv.org/abs/math/0202136
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/130465
dc.subjectProbability
dc.subjectStatistics Theory
dc.subject60J10, 68U20 (primary), 60G40, 62D05, 12D05 (secondary)
dc.titleInterruptible exact sampling in the passive case
dc.typetext

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