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A generalized notion of variation applied to Markov chains and Anosov maps

โœ Scribed by J. Loviscach


Publisher
Springer
Year
1995
Tongue
English
Weight
761 KB
Volume
103
Category
Article
ISSN
1432-2064

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A general problem in computational probability theory is that of generating a random sample from the state space of a Markov chain in accordance with the steady-state probability law of the chain. Another problem is that of generating a random spanning tree of a graph or spanning arborescence of a d