Fill's algorithm for absolutely continuous stochastically monotone kernels

DOI10.1214/ECP.V7-1056zbMATH Open1010.60068MaRDI QIDQ1860592

Motoya Machida

Publication date: 25 February 2003

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/122585

zbMATH Keywords

Markov chain Monte Carloregularity conditionspartially ordered setexact samplingrejection samplingmonotone couplingstochastic monotonicityperfect samplingabsolutely continuous Markov kernelFill's algorithm

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Numerical analysis or methods applied to Markov chains (65C40) Stopping times; optimal stopping problems; gambling theory (60G40) Random number generation in numerical analysis (65C10)

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