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Coupling to the Future; Counterexample

Definitions
 

Theorem 3.21   $ \;$ If the sequences of innovations $ {\mathbf{U}}^{(1)},\ldots,{\mathbf{U}}^{(\ell)}$ are independent, then $ \tau<\infty$ with probability $ 1$ and $ {\mathbf{X}}_n^{(1)}=\ldots={\mathbf{X}}_n^{(\ell)}$ for all $ n>\tau$ .

Proof
 

Remarks
 


Theorem 3.22    


Proof
 

Remarks
 


next up previous contents
Next: Propp-Wilson Algorithm; Coupling from Up: Coupling Algorithms; Perfect MCMC Previous: Coupling Algorithms; Perfect MCMC   Contents
Ursa Pantle 2006-07-20