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 Electronic Communications in Probability > Vol. 7 (2002) > Paper 15 open journal systems 


Fill's Algorithm for Absolutely Continuous Stochastically Monotone Kernels

Motoya Machida, Tennessee Technological University


Abstract
Fill, Machida, Murdoch, and Rosenthal (2000) presented their algorithm and its variants to extend the perfect sampling algorithm of Fill (1998) to chains on continuous state spaces. We consider their algorithm for absolutely continuous stochastically monotone kernels, and show the correctness of the algorithm under a set of certain regularity conditions. These conditions succeed in relaxing the previously known hypotheses sufficient for their algorithm to apply.


Full text: PDF

Pages: 141-155

Published on: August 5, 2002
Bibliography
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Electronic Communications in Probability. ISSN: 1083-589X