JSM 2004 - Toronto

Abstract #301432

This is the preliminary program for the 2004 Joint Statistical Meetings in Toronto, Canada. Currently included in this program is the "technical" program, schedule of invited, topic contributed, regular contributed and poster sessions; Continuing Education courses (August 7-10, 2004); and Committee and Business Meetings. This on-line program will be updated frequently to reflect the most current revisions.

To View the Program:
You may choose to view all activities of the program or just parts of it at any one time. All activities are arranged by date and time.

The views expressed here are those of the individual authors
and not necessarily those of the ASA or its board, officers, or staff.

Back to main JSM 2004 Program page
Activity Number: 51
Type: Contributed
Date/Time: Sunday, August 8, 2004 : 4:00 PM to 5:50 PM
Sponsor: IMS
Abstract - #301432
Title: Recurrence of Markov Chains with an Application to Admissibility
Author(s): Galin Jones*+
Companies: University of Minnesota
Address: School of Statistics 313 Ford Hall, Minneapolis, MN, 55455,
Keywords: Admissibility ; Markov chain ; Recurrence ; Irreducibility ; Transience
Abstract:

Consider a discrete time, homogeneous Markov chain that lives on the non-negative real line. This talk will focus on conditions that guarantee the stability of such chains. On discrete state spaces the concepts of irreducibility and recurrence are well understood from a classical perspective. However, on more general spaces these concepts must be modified. I will introduce and connect some notions of recurrence using irreducibility. I will then present new criteria that can be used to establish recurrence. Finally, I will use this recurrence criterion to establish the admissibility of an estimator of the normal mean when the prior is Lebesgue measure on the non-negative real line.

  • The address information is for the authors that have a + after their name.
  • Authors who are presenting talks have a * after their name.

Back to the full JSM 2004 program

JSM 2004 For information, contact jsm@amstat.org or phone (888) 231-3473. If you have questions about the Continuing Education program, please contact the Education Department.
Revised March 2004