Speaker:
Krishna B. Athreya
Affiliation:
Iowa State University
Department of Statistics and Statistical Laboratory
Snedecor Hall
Ames IA 50011-1210
United States of America
Webpage:
Time:
Thursday, 13 February 2014, 11:00 to 12:00
Venue:
- D-406 (D-Block Conference Room)
Organisers:
Abstract: Propp and Wilson showed how to generate a Markov chain which in a finite number of steps gives a sample from the stationary distribution supported by a countable set. In this talk we show that this is feasible if the chain satisfies the Doeblin recurrence condition.