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Interruptible Exact Sampling in the Passive Case

Author

Listed:
  • Keith Crank

    (National Science Foundation)

  • James Allen Fill

    (The Johns Hopkins University)

Abstract

We establish, for various scenarios, whether or not interruptible exact stationary sampling is possible when a finite-state Markov chain can only be viewed passively. In particular, we prove that such sampling is not possible using a single copy of the chain. Such sampling is possible when enough copies of the chain are available, and we provide an algorithm that terminates with probability one.

Suggested Citation

  • Keith Crank & James Allen Fill, 2002. "Interruptible Exact Sampling in the Passive Case," Methodology and Computing in Applied Probability, Springer, vol. 4(4), pages 359-376, December.
    • Handle: RePEc:spr:metcap:v:4:y:2002:i:4:d:10.1023_a:1023514501208
    DOI: 10.1023/A:1023514501208
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