Random walks relative to multiple transition matrices

MaRDI QIDQ3458069zbMATH OpenFDO

Authors Antonija Pršlja

Publication date 8 December 2015

Full work available at URL http://files.ele-math.com/articles/oam-09-42.pdf

zbMATH Keywords

cost matrixdiscrete Markov chainMonte Carlo methodmultiple transition matricesrandom walk

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)

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Cited in

(4)

• Plans of multidimensional random walks allowing factorization of the transition probabilities
• Random vicious walks and random matrices
• Multiplicative Approximations of Random Walk Transition Probabilities
• Mixing of the upper triangular matrix walk

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