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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, Mathematical Statistics.
2007 (Swedish)Report (Other academic)
Abstract [en]

We illustrate how a technioque 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
2007. , 9 p.
Series
U.U.D.M. Report, ISSN 1101-3591 ; 58
Keyword [en]
Perfect sampling, Stochastic matrix, Markov Chain Monte Carlo, Iterated Function Systems
National Category
Mathematics
Identifiers
URN: urn:nbn:se:uu:diva-12630OAI: oai:DiVA.org:uu-12630DiVA: diva2:40399
Available from: 2008-01-08 Created: 2008-01-08 Last updated: 2011-10-06Bibliographically approved

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http://www.math.uu.se/research/pub/Stenflo1.pdf

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Stenflo, Örjan

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CiteExportLink to record
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Citation style
  • apa
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