文章基本信息

标题：PERFECT SAMPLING FOR DOEBLIN CHAINS
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作者：KRISHNA B. ATHREYA ; Cornell University, Ithaca, USA ; Iowa State University, Ames, USA 等
期刊名称：Sankhya. Series A, mathematical statistics and probability
印刷版ISSN：0976-836X
电子版ISSN：0976-8378
出版年度：2003
卷号：65
期号：04
出版社：Indian Statistical Institute
摘要：For Markov chains that can be generated by iteration of i.i.d.\ random maps from the state space $X$ into itself (this holds if $X$ is Polish) it is shown that the Doeblin minorization condition is necessary and sufficient for the method by Propp and Wilson for ``perfect'' sampling from the stationary distribution $\pi$ to be successful. Using only the transition probability ${\bf P}$ we produce in a geometrically distributed random number of steps $N$ a ``perfect'' sample from $\pi$ of size $N!$.
关键词：Exact sampling, perfect sampling, iterated function systems, Markov chains.