#### Filter Results:

#### Publication Year

1978

2016

#### Publication Type

#### Co-author

#### Publication Venue

#### Key Phrases

Learn More

We construct Markov chain algorithms for sampling from discrete exponential families conditional on a suucient statistic. Examples include generating tables with xed row and column sums and higher dimensional analogs. The algorithms involve nding bases for associated polynomial ideals and so an excursion into computational algebraic geometry. 1 1.… (More)

Terms and Conditions of Use provides, in part, that unless you have obtained prior permission, you may not download an entire issue of a journal or multiple copies of articles, and you may use content in the JSTOR archive only for your personal, non-commercial use. Each copy of any part of a JSTOR transmission must contain the same copyright notice that… (More)

JSTOR is a not-for-profit service that helps scholars, researchers, and students discover, use, and build upon a wide range of content in a trusted digital archive. We use information technology and tools to increase productivity and facilitate new forms of scholarship. For more information about JSTOR, please contact support@jstor.org. Institute of… (More)

A bstract. Iterated random functions are used to draw pictures or simulate large Ising models, among other applications. They offer a method for studying the steady state distribution of a Markov chain, and give useful bounds on rates of convergence in a variety of examples. The present paper surveys the field and presents some new examples. There is a… (More)

We describe a sequential importance sampling (SIS) procedure for analyzing two-way zero–one or contingency tables with fixed marginal sums. An essential feature of the new method is that it samples the columns of the table progressively according to certain special distributions. Our method produces Monte Carlo samples that are remarkably close to the… (More)

In a famous paper 8] Hammersley investigated the length L n of the longest increasing subsequence of a random n-permutation. Implicit in that paper is a certain one-dimensional continuous-space interacting particle process. By studying a hydrodynamical limit for Hammersley's process we show by fairly \soft" arguments that limn ?1=2 EL n = 2. This is a known… (More)

We describe a simple one-person card game, patience sorting. Its analysis leads to a broad circle of ideas linking Young tableaux with the longest increasing subsequence of a random permutation via the Schensted correspondence. A recent highlight of this area is the work of Baik-Deift-Johansson which yields limiting probability laws via hard analysis of… (More)

1. Introduction. How many times must a deck of cards be shuffled until it is close to random? There is an elementary technique which often yields sharp estimates in such problems. The method is best understood through a simple example.

- P Diaconis, L Saloff-Coste
- 1996

is an expository paper on the use of logarithmic Sobolev inequalities for bounding rates of convergence of Markov chains on finite state spaces to their stationary distributions. Logarithmic Sobolev inequalities complement eigenvalue techniques and work for nonreversible chains in continuous time. Some aspects of the theory simplify considerably with finite… (More)

Let Mn be a random n n unitary matrix with distribution given by Haar measure on the unitary group. Using explicit moment calculations, a general criterion is given for linear combinations of traces of powers of Mn to converge to a Gaussian limit as n ! 1. By Fourier analysis, this result leads to central limit theorems for the measure on the circle that… (More)