Perfect simulation for a class of positive recurrent Markov chains

DOI10.1214/105051607000000032zbMath1125.60074arXivmath/0601174OpenAlexW2078897464MaRDI QIDQ2456044

Wilfrid S. Kendall, Stephen B. Connor

Publication date: 17 October 2007

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0601174

zbMATH Keywords

Markov chain Monte Carlopolynomial ergodicityperfect simulationFoster-Lyapunov conditionCFTPdomCFTP

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Discrete-time Markov processes on general state spaces (60J05)

Related Items (9)

Kalikow-type decomposition for multicolor infinite range particle systems ⋮ Perfect simulation for a class of positive recurrent Markov chains ⋮ Perfect simulation of M/G/c queues ⋮ Doeblin trees ⋮ A kind of dual form for coupling from the past algorithm, to sample from Markov chain steady-state probability ⋮ Perfect sampling of GI/GI/\(c\) queues ⋮ Exact and Computationally Efficient Likelihood-Based Estimation for Discretely Observed Diffusion Processes (with Discussion) ⋮ Exact estimation for Markov chain equilibrium expectations ⋮ State-dependent Foster-Lyapunov criteria for subgeometric convergence of Markov chains

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