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A criterion for uniqueness in $G$-measures and perfect sampling

Published online by Cambridge University Press:  26 April 2006

ANTHONY H. DOOLEY  and
ÖRJAN STENFLO
ANTHONY H. DOOLEY
Affiliation:
School of Mathematics, University of New South Wales, Sydney 2052 Australia. e-mail: [email protected]
ÖRJAN STENFLO
Affiliation:
Department of Mathematics, Stockholm University, SE-10691 Stockholm, Sweden. e-mail: [email protected]
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Abstract

Using coupling techniques, we prove uniqueness in $G$-measures under a weak regularity condition and give estimates of the associated rates of convergence. We also show how to generate a random variable distributed according to the unique $G$-measure on cylinder sets for any fixed level of precision.

Type
Research Article
Information
Mathematical Proceedings of the Cambridge Philosophical Society , Volume 140 , Issue 3 , May 2006 , pp. 545 - 551
Copyright
2006 Cambridge Philosophical Society

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