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Interruptible exact sampling in the passive case

Keith Crank·James Allen Fill
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Abstract

We establish, for various scenarios, whether or not interruptible exact stationary sampling is possible when a finite-state Markov chain can only be viewed passively. In particular, we prove that such sampling is not possible using a single copy of the chain. Such sampling is possible when enough copies of the chain are available, and we provide an algorithm that terminates with probability one.

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Keith Crank, James Allen Fill. 2002-02-14. Interruptible exact sampling in the passive case. https://arxiv.org/abs/math/0202136

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