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Variance Decomposition and Replication In Scrabble: When You Can Blame Your Tiles?
Variance Decomposition eplication In Scrabble
2011/7/19
In the game of Scrabble, letter tiles are drawn uniformly at random from a bag. The variability of possible draws as the game progresses is a source of variation that makes it more likely for an infer...
CLTs and asymptotic variance of time-sampled Markov chains
time-sampled Markov chains Barker’s algo-rithm Metropolis algorithm Central Limit Theorem asymptotic variance variance bounding Markov chains MCMC estimation
2011/3/25
For a Markov transition kernel $P$ and a probability distribution $ \mu$ on nonnegative integers, a time-sampled Markov chain evolves according to the transition kernel $P_{\mu} = \sum_k \mu(k)P^k.$ I...
A Controller And A Stopper Game With Degenerate Variance Control
stochasticgames optimalstopping degeneratediusions saddlepoint
2009/4/22
We consider a zero sum stochastic differential game which involves two players, emph{the controller} and emph{the stopper}. The stopper selects the stopping rule which halts the game. The controller c...