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Correction : perfect simulation for a class of positive recurrent Markov chains
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Connor, Stephen B. and Kendall, W. S. (2007) Correction : perfect simulation for a class of positive recurrent Markov chains. Annals of Applied Probability, Vol.17 (No.5-6). pp. 1808-1810. doi:10.1214/07-AAP458
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Official URL: http://dx.doi.org/10.1214/07-AAP458
Abstract
In [1] we introduced a class of positive recurrent Markov chains, named tame
chains. A perfect simulation algorithm, based on the method of dominated CFTP,
was then shown to exist in principle for such chains. The construction of a suitable
dominating process was flawed, in that it relied on an incorrectly stated lemma
([1], Lemma 6). This claimed that a geometrically ergodic chain, subsampled at
a stopping time σ , satisfies a geometric Foster–Lyapunov drift condition with coefficients
not depending on σ. This is true if σ is a stopping time independent of
the chain, but not if this independence does not hold. Reference [1], Lemma 6 is
therefore false as stated.
Item Type: | Journal Item | ||||
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Subjects: | Q Science > QA Mathematics | ||||
Divisions: | Faculty of Science, Engineering and Medicine > Science > Statistics | ||||
Library of Congress Subject Headings (LCSH): | Ergodic theory, Markov processes | ||||
Journal or Publication Title: | Annals of Applied Probability | ||||
Publisher: | Institute of Mathematical Statistics | ||||
ISSN: | 1050-5164 | ||||
Official Date: | October 2007 | ||||
Dates: |
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Volume: | Vol.17 | ||||
Number: | No.5-6 | ||||
Number of Pages: | 3 | ||||
Page Range: | pp. 1808-1810 | ||||
DOI: | 10.1214/07-AAP458 | ||||
Status: | Peer Reviewed | ||||
Publication Status: | Published | ||||
Access rights to Published version: | Open Access (Creative Commons) | ||||
Date of first compliant deposit: | 14 December 2015 | ||||
Date of first compliant Open Access: | 14 December 2015 |
Data sourced from Thomson Reuters' Web of Knowledge
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