3
votes
1answer
140 views

A Coupled Random Walk on the xy-Plane

Consider a point on the $xy$-plane whose position is updated in iterations. In each iteration, the point undergoes, with equal probability, either an $A$- or a $B$-update, defined as follows: ...
2
votes
2answers
238 views

What does it mean for MCMC to converge?

I know that a Markov Chain is a discrete random process where the current state decides the next and in a random walk, the probability that we move from node u to v is 1/N(u). An MCMC sample will ...