Roberts, Gareth O. and Rosenthal, Jeffrey S. (2004) Combinatorial identifites associated with CFTP. Far East Journal of Mathematical Sciences, 13 (3). pp. 391-404. ISSN 0972-0871
Full text not available from this repository.Abstract
We explore a method of obtaining combinatorial identities by analysing partially-completed runs of the Coupling from the Past (CFTP) algorithm. In particular, using CFTP for simple symmetric random walk (ssrw) with holding boundaries, we derive an identity involving linear combinations of Cab(s) for different a and b, where Cab(s) is the probability that unconstrained ssrw run from 0 for time n has maximum value a, and minimum value b, and ends up at s at time n.
| Item Type: | Article |
|---|---|
| Journal or Publication Title: | Far East Journal of Mathematical Sciences |
| Uncontrolled Keywords: | Coupling from the Past (CFTP) ; Markov chain ; Markov chain Monte Carlo (MCMC) ; combinatorial identities. |
| Subjects: | Q Science > QA Mathematics |
| Departments: | Faculty of Science and Technology > Lancaster Environment Centre |
| ID Code: | 9527 |
| Deposited By: | Mrs Yaling Zhang |
| Deposited On: | 13 Jun 2008 11:17 |
| Refereed?: | Yes |
| Published?: | Published |
| Last Modified: | 26 Jul 2012 18:38 |
| Identification Number: | |
| URI: | http://eprints.lancs.ac.uk/id/eprint/9527 |
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