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A criterion for uniqueness in $G$-measures and perfect sampling
Published online by Cambridge University Press: 26 April 2006
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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