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Combinatorial identifites associated with CFTP.

Research output: Contribution to Journal/MagazineJournal articlepeer-review

Published
  • Gareth O. Roberts
  • Jeffrey S. Rosenthal
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<mark>Journal publication date</mark>2004
<mark>Journal</mark>Far East Journal of Mathematical Sciences
Issue number3
Volume13
Number of pages14
Pages (from-to)391-404
Publication StatusPublished
<mark>Original language</mark>English

Abstract

We explore a method of obtaining combinatorial identities by analysing partially-completed runs of the Coupling from the Past (CFTP) algorithm. In particular, using CFTP for simple symmetric random walk (ssrw) with holding boundaries, we derive an identity involving linear combinations of Cab(s) for different a and b, where Cab(s) is the probability that unconstrained ssrw run from 0 for time n has maximum value a, and minimum value b, and ends up at s at time n.