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Combinatorial identifites associated with CFTP.

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

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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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