JSM 2004 - Toronto

Abstract #300025

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Activity Number: 33
Type: Invited
Date/Time: Sunday, August 8, 2004 : 4:00 PM to 5:50 PM
Sponsor: IMS
Abstract - #300025
Title: A Mixture Representation of the Stationary Distribution
Author(s): Jim Hobert*+ and Christian Robert
Companies: University of Florida and Universite Paris Dauphine
Address: Dept. of Statistics, Gainesville, FL, 32611,
Keywords:
Abstract:

When a Markov chain satisfies a minorization condition, its stationary distribution can be represented as an infinite mixture. The distributions in the mixture are associated with the hitting times on an accessible atom introduced via the splitting construction of Athreya and Ney (1978) and Nummelin (1978). This mixture representation is closely related to perfect sampling and has potential applications in Markov chain Monte Carlo.

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