Perfect sampling from the limit of deterministic products of stochastic matrices

被引：4

作者：

Stenflo, Orjan ^{[1
]}

机构：

[1] Uppsala Univ, Dept Math, S-75106 Uppsala, Sweden

来源：

ELECTRONIC COMMUNICATIONS IN PROBABILITY | 2008年 / 13卷

关键词：

perfect sampling; stochastic matrices; Markov chain Monte Carlo; iterated function systems;

D O I：

10.1214/ECP.v13-1409

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We illustrate how a technique from the theory of random iterations of functions can be used within the theory of products of matrices. Using this technique we give a simple proof of a basic theorem about the asymptotic behavior of (deterministic) "backwards products" of row-stochastic matrices and present an algorithm for perfect sampling from the limiting common row-vector (interpreted as a probability-distribution).

引用

页码：474 / 481

页数：8

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