Perfect sampling from the limit of deterministic products of stochastic matrices
2007 (Swedish)Report (Other academic)
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.
, U.U.D.M. Report, ISSN 1101-3591 ; 58
Perfect sampling, Stochastic matrix, Markov Chain Monte Carlo, Iterated Function Systems
IdentifiersURN: urn:nbn:se:uu:diva-12630OAI: oai:DiVA.org:uu-12630DiVA: diva2:40399