DMTCS Proceedings, 21st International Meeting on Probabilistic, Combinatorial, and Asymptotic Methods in the Analysis of Algorithms (AofA'10)

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Random sampling of lattice paths with constraints, via transportation

Lucas Gerin

Abstract


We build and analyze in this paper Markov chains for the random sampling of some one-dimensional lattice paths with constraints, for various constraints. These chains are easy to implement, and sample an "almost" uniform path of length n in n3+&eps; steps. This bound makes use of a certain contraction property of the Markov chain, and is proved with an approach inspired by optimal transport.

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