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 0972-0871Full text not available from this repository.
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.
|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|
|Deposited By:||Mrs Yaling Zhang|
|Deposited On:||13 Jun 2008 11:17|
|Last Modified:||30 Jun 2016 00:00|
Actions (login required)