𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Tests for quasi-independence of embedded markov chains

✍ Scribed by Yu, Jinsheng

Publisher
Springer
Year
1984
Tongue
English
Weight
597 KB
Volume
16
Category
Article
ISSN
0020-5958

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

On Markov Chains for Independent Sets
On Markov Chains for Independent Sets
✍ Martin Dyer; Catherine Greenhill πŸ“‚ Article πŸ“… 2000 πŸ› Elsevier Science 🌐 English βš– 219 KB

Random independent sets in graphs arise, for example, in statistical physics, in the hardcore model of a gas. In 1997, Luby and Vigoda described a rapidly mixing Markov chain for independent sets, which we refer to as the Luby᎐Vigoda chain. A new rapidly mixing Markov chain for independent sets is d

Approximations of quasi-stationary distr
Approximations of quasi-stationary distributions for markov chains
✍ L.A. Breyer; A.G. Hart πŸ“‚ Article πŸ“… 2000 πŸ› Elsevier Science 🌐 English βš– 768 KB

consider a simple and widely used method for evaluating quasi-stationary distributions of continuous time Markov chains. The infinite state space is replaced by a large, but finite approximation, which is used to evaluate a candidate distribution. We give some conditions under which the method works

Systems of independent Markov chains
Systems of independent Markov chains
✍ T.M. Liggett; S.C. Port πŸ“‚ Article πŸ“… 1987 πŸ› Elsevier Science 🌐 English βš– 139 KB
Bayesian test of homogeneity for Markov
Bayesian test of homogeneity for Markov chains
✍ JΓ©rΓ΄me A. Dupuis πŸ“‚ Article πŸ“… 1997 πŸ› Elsevier Science 🌐 English βš– 345 KB

The test we develop expresses the null hypothesis in terms of proximity of the distribution of a Markov chain (yt) to the subspace ~ of homogeneous Markov chains. The distance we use is the Kullback distance which turns out to be conceptually appropriate. Departure from the point null hypothesis all