【摘 要】
:
What can one say on convergence to stationarity of a finite state Markov chain that behaves "locally" like a nearest neighbor random walk on the integer lat
【机 构】
:
UniversityofConnecticut,UnitedStates
【出 处】
:
The 24th International Workshop on Matrices and Statistics(第
论文部分内容阅读
What can one say on convergence to stationarity of a finite state Markov chain that behaves "locally" like a nearest neighbor random walk on the integer lattice ? The model we consider is a version of nearest neighbor lazy random walk on the state space 0,1,...,N: the probability for staying put at each site is 1/2, the transition to the nearest neighbors, one on the right and one on the left, occurs with probability 1/4 each, where we identify two sites, a and b as, respectively, the neighbor of 0 from the left and the neighbor of N from the right (but 0 is not a neighbor of a and N is not neighbor of b). This model is a discrete version of diffusion with redistribution on an interval studied by several authors in the recent past, and for which the exponential rates of convergence to stationarity was computed analytically, but had no intuitive or probabilistic interpretation, except for case where the jumps from the endpoints are identical (or more generally have the same distribution). We study convergence to stationarity probabilistically, by finding an efficient coupling. The coupling identifies the "bottlenecks" responsible for the rates of convergence and also gives tight computable bounds on the total variation norm of the process between two starting points. The adaptation to the diffusion setting is straightforward. Based on joint work with Hugo Panzo and Elizabeth Tripp.
其他文献
Different kinds of questionnaires are usually applied in a field of social sciences. The basic interest of these studies is often to reveal the underlying c
In high-dimensional settings, penalized least squares approach can lose its efficiency in both estimation and variable selection due to the existence of het
Late Professor Yanai has contributed to many fields ranging from aptitude diagnostics, epidemiology, and nursing to psychometrics and statistics. This paper
A neuron receives thousands of synaptic inputs from its dendrite and integrates them to process information. Many experimental results demonstrate the dendritic
Promoter strength, or activity, is important in genetic engineering and synthetic biology.A constitutive promoter with a certain strength for one given RNA can
We introduce a partially linear single-index proportional hazards model with current status data. We consider efficient estimations and effective algorithms
Cell polarization toward the attractant is related to both physical and chemical factors.Most existing mathematical models are based on reaction diffusion s
Bacteria living in confined geometries are commonly found in clinical and natural environments. We are particularly interested in the behavior of bacteria confi
The first part of the talk focuses on the mechanical principle that a single bacterium uses to propel itself. We show that though widely-accepted resistive-forc
I will consider estimation and prediction problems in generalized linear models when there are a number of predictors and some of them may have no and/or we