Title
Achieving limiting distributions for Markov chains using back buttons
Abstract
As a simple model for browsing the World Wide Web, we consider Markov chains with the option of moving “back” to the previous state. We develop an algorithm which uses back buttons to achieve essentially any limiting distribution on the state space. This corresponds to spending the desired total fraction of time at each web page. On finite state spaces, our algorithm always succeeds. On infinite state spaces the situation is more complicated, and is related to both the tail behaviour of the distributions, and the properties of convolution equations.
Year
DOI
Venue
2004
10.1023/B:STCO.0000021411.12404.e4
Statistics and Computing
Keywords
Field
DocType
back button,backoff process,World Wide Web,BACKMET algorithm,Metropolis-Hastings algorithm
Web page,Metropolis–Hastings algorithm,Convolution,Markov chain,Statistics,State space,Limiting,Mathematics,Examples of Markov chains,Asymptotic distribution
Journal
Volume
Issue
ISSN
14
2
1573-1375
Citations 
PageRank 
References 
0
0.34
2
Authors
2
Name
Order
Citations
PageRank
Andrey Feuerverger111.12
Jeffrey S. Rosenthal235743.06