Miclo. Self-interacting Markov chains. Stochastic Anal- ysis and Applications, vol. 24, no. 3, pp. 615-660 (2006).del Moral, P., Miclo, L.: Self-interacting markov chains. Stochastic Analysis and Applications 24, 615–660 (2006) MathSciNet MATH...
Self-interaction60K3560J1060F1060F17Guided by the self-interaction mechanisms introduced in Benaim et al. [2] and in [5], we present a more general definition of self-interacting Markov chains (SIMCs) (than in Del Moral and Miclo [5] and Benaim et al. [2]). We then establish, ...
Self-interacting Markov chainsMultiscale systemsLetΔobe a finite set and, for each probability measuremonΔo, letG(m)be a transition kernel onΔo. Consider the sequence{Xn}ofΔo-valued random variables such that, givenX0,…,Xn, the conditional distribution ofXn+1isG(Ln+1)(Xn,), where...