Perfect sampling from the limit of deterministic products of stochastic matrices
2008 (English)In: Electronic Communications in Probability, ISSN 1083-589X, Vol. 13, 474-481 p.Article in journal (Refereed) Published
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.
perfect sampling, stochastic matrices, Markov chain Monte Carlo, iterated function systems
Probability Theory and Statistics
IdentifiersURN: urn:nbn:se:uu:diva-107904ISI: 000259240900001OAI: oai:DiVA.org:uu-107904DiVA: diva2:233511