uu.seUppsala University Publications
Change search
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf
Perfect sampling from the limit of deterministic products of stochastic matrices
Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Mathematics.
2008 (English)In: Electronic Communications in Probability, ISSN 1083-589X, Vol. 13, 474-481 p.Article in journal (Refereed) Published
Abstract [en]

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).

Place, publisher, year, edition, pages
2008. Vol. 13, 474-481 p.
Keyword [en]
perfect sampling, stochastic matrices, Markov chain Monte Carlo, iterated function systems
National Category
Probability Theory and Statistics
Identifiers
URN: urn:nbn:se:uu:diva-107904ISI: 000259240900001OAI: oai:DiVA.org:uu-107904DiVA: diva2:233511
Available from: 2009-09-01 Created: 2009-08-31 Last updated: 2011-04-11Bibliographically approved

Open Access in DiVA

No full text

Other links

Fulltext

Authority records BETA

Stenflo, Örjan

Search in DiVA

By author/editor
Stenflo, Örjan
By organisation
Department of Mathematics
In the same journal
Electronic Communications in Probability
Probability Theory and Statistics

Search outside of DiVA

GoogleGoogle Scholar

urn-nbn

Altmetric score

urn-nbn
Total: 419 hits
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf