Results 71 to 80 of about 120 (114)
The consistency of the BIC Markov order estimator.
, 2007 . The Bayesian Information Criterion (BIC) estimates the order of a Markov chain (with finite alphabet A) from observation of a sample path x 1 ; x 2 ; : : : ; x n , as that value k = k that minimizes the sum of the negative logarithm of the k-th order
Imre Csiszár, Paul C. Shields
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Extension of Fill's perfect rejection sampling algorithm to general chains (Extended Abstract)
, 1999 . We provide an extension of the perfect sampling algorithm of Fill (1998) to general chains, and describe how use of bounding processes can ease computational burden. Along the way, we unearth a simple connection between the Coupling From The Past (CFTP)
Motoya Machida +3 more
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Exact Mixing in an Unknown Markov Chain
, 1995 We give a simple stopping rule which will stop an unknown, irreducible n-state Markov chain at a state whose probability distribution is exactly the stationary distribution of the chain.
Peter Winkler, László Lovász
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Metastability of the Three Dimensional Ising Model on a Torus at Very Low Temperatures
, 1996 : We study the metastability of the stochastic three dimensional Ising model on a finite torus under a small positive magnetic field at very low temperatures. Keywords Ising, metastability, droplet, Freidlin--Wentzell theory, large deviations.
G. Ben Arous +3 more
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Range and Speed of Rotor Walks on Trees. [PDF]
J Theor Probab, 2020 Huss W, Sava-Huss E.
europepmc +1 more source
On The Structure of Stochastic Matrices with a Subdominant Eigenvalue Near 1
, 1998 An n × n irreducible stochastic matrix P can possess a subdominant eigenvalue, say # 2 (P), near # = 1. In this article we clarify the relationship between the nearness of these eigenvalues and the nearly uncoupling (some authors say "nearly ...
Carl D. Meyer, An N, D. J. Hartfiel
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Extension of Fill's perfect rejection sampling algorithm to general chains
, 1999 By developing and applying a broad framework for rejection sampling using auxiliary randomness, we provide an extension of the perfect sampling algorithm of Fill (1998) to general chains on quite general state spaces, and describe how use of bounding ...
Motoya Machida +3 more
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Stochastic Complementation, Uncoupling Markov Chains, And The Theory Of Nearly Reducible Systems
, 1989 . A concept called stochastic complementation is an idea which occurs naturally, although not always explicitly, in the theory and application of finite Markov chains.
C. D. Meyer
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On ballistic deposition process on a strip. [PDF]
J Stat Phys, 2019 Mansour T, Rastegar R, Roitershtein A.
europepmc +1 more source
Asymptotic Behavior of some Interactive Population Flow Models
, 2007 . The paper is concerned with Markov chain models for flows of a finite population among a set of groups, where the individuals base their decisions to which group to go next partially on the current frequency distribution (profile).
Wolfgang Stadje
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