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2002 Fill's Algorithm for Absolutely Continuous Stochastically Monotone Kernels
Motoya Machida
Author Affiliations +
Electron. Commun. Probab. 7: 141-155 (2002). DOI: 10.1214/ECP.v7-1056

Abstract

Fill, Machida, Murdoch, and Rosenthal (2000) presented their algorithm and its variants to extend the perfect sampling algorithm of Fill (1998) to chains on continuous state spaces. We consider their algorithm for absolutely continuous stochastically monotone kernels, and show the correctness of the algorithm under a set of certain regularity conditions. These conditions succeed in relaxing the previously known hypotheses sufficient for their algorithm to apply.

Citation

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Motoya Machida. "Fill's Algorithm for Absolutely Continuous Stochastically Monotone Kernels." Electron. Commun. Probab. 7 141 - 155, 2002. https://doi.org/10.1214/ECP.v7-1056

Information

Accepted: 5 August 2002; Published: 2002
First available in Project Euclid: 16 May 2016

zbMATH: 1010.60068
MathSciNet: MR1937900
Digital Object Identifier: 10.1214/ECP.v7-1056

Subjects:
Primary: 60J10, 68U20
Secondary: 60G40, 65C05, 65C10, 65C40

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