Fill's Algorithm for Absolutely Continuous Stochastically Monotone Kernels

Fill’s Algorithm for Absolutely Continuous Stochastically Monotone Kernels

Fill, Machida, Murdoch, and Rosenthal (2000) presented their algorithm and its variants to extend the perfect sampling algorithm of Fill (1998) to chains on continuous state spaces. We consider their algorithm for absolutely continuous stochastically monotone kernels, and show the correctness of the algorithm under a set of certain regularity conditions. These conditions succeed in relaxing the...

On Absolutely Continuous Transformations

Non-absolutely Continuous Foliations

We consider a partially hyperbolic diffeomorphism of a compact smooth manifold preserving a smooth measure. Assuming that the central distribution is integrable to a foliation with compact smooth leaves we show that this foliation fails to have the absolute continuity property provided that the sum of Lyapunov exponents in the central direction is not zero on a set of positive measure. We also ...

Indistinguishability of Absolutely Continuous and Singular Distributions

It is shown that there are no consistent decision rules for the hypothesis testing problem of distinguishing between absolutely continuous and purely singular probability distributions on the real line. In fact, there are no consistent decision rules for distinguishing between absolutely continuous distributions and distributions supported by Borel sets of Hausdorff dimension 0. It follows that...

The absolutely continuous spectrum of Jacobi matrices

I explore some consequences of a groundbreaking result of Breimesser and Pearson on the absolutely continuous spectrum of one-dimensional Schrödinger operators. These include an Oracle Theorem that predicts the potential and rather general results on the approach to certain limit potentials. In particular, we prove a Denisov-Rakhmanov type theorem for the general finite gap case. The main theme...