Title of article :
Markov chain monte carlo simulation of the distribution of some perpetuities
Author/Authors :
Paulsen، Jostein نويسنده , , Hove، Arne نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1999
Pages :
-111
From page :
112
To page :
0
Abstract :
Interest has been shown in Markovian sequences of geometric shapes. Mostly the equations for invariant probability measures over shape space are extremely complicated and multidimensional. This paper deals with rectangles which have a simple onedimensional shape descriptor. We explore the invariant distributions of shape under a variety of randomised rules for splitting the rectangle into two sub-rectangles, with numerous methods for selecting the next shape in sequence. Many explicit results emerge. These help to fill a vacant niche in shape theory, whilst contributing at the same time, new distributions on [0,1] and interesting examples of Markov processes or, in the language of another discipline, of stochastic dynamical systems.
Keywords :
Present value , Levy process , Markov chain Monte Carlo simulation
Journal title :
Advances in Applied Probability
Serial Year :
1999
Journal title :
Advances in Applied Probability
Record number :
81169
Link To Document :
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