We consider the recently introduced Transformation-based Markov Chain Monte Carlo (TMCMC) (Stat. Methodol. 16 (2014) 100–116), a methodology that is designed to update all the parameters ...
Brief review of conditional probability and expectation followed by a study of Markov chains, both discrete and continuous time. Queuing theory, terminology, and single queue systems are studied with ...
Let W(π) be either the number of descents or inversions of a permutation $\pi \in S_{n}$. Stein's method is applied to show that W satisfies a central limit theorem ...
A Markov chain is a sequence of random variables that satisfies P(X t+1 ∣X t ,X t−1 ,…,X 1 )=P(X t+1 ∣X t ). Simply put, it is a sequence in which X t+1 depends only on X t and appears before X t−1 ...