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» Passage time distributions in large Markov chains
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EPEW
2007
Springer
14 years 12 days ago
Closed Form Absorption Time Bounds
We consider a class of Markov chains known for its closed form transient and steady-state distributions. We show that some absorbing chains can be also seen as members of this clas...
Ana Busic, Nihal Pekergin
IOR
2010
92views more  IOR 2010»
13 years 4 months ago
Series Expansions for Continuous-Time Markov Processes
We present exchange formulas that allow to express the stationary distribution of a continuous Markov chain with denumerable state-space having generator matrix Q∗ through a con...
Bernd Heidergott, Arie Hordijk, Nicole Leder
CSDA
2008
62views more  CSDA 2008»
13 years 6 months ago
Waiting time distribution of generalized later patterns
In this paper the concept of later waiting time distributions for patterns in multi-state trials is generalized to cover a collection of compound patterns that must all be counted...
Donald E. K. Martin, John A. D. Aston
TCBB
2010
137views more  TCBB 2010»
13 years 29 days ago
The Metropolized Partial Importance Sampling MCMC Mixes Slowly on Minimum Reversal Rearrangement Paths
Markov chain Monte Carlo has been the standard technique for inferring the posterior distribution of genome rearrangement scenarios under a Bayesian approach. We present here a neg...
István Miklós, Bence Melykuti, Krist...
FOCS
2000
IEEE
13 years 10 months ago
The Randomness Recycler: A New Technique for Perfect Sampling
For many probability distributions of interest, it is quite difficult to obtain samples efficiently. Often, Markov chains are employed to obtain approximately random samples fro...
James Allen Fill, Mark Huber