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2008 Perfect sampling from the limit of deterministic products of stochastic matrices
Örjan Stenflo
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Electron. Commun. Probab. 13: 474-481 (2008). DOI: 10.1214/ECP.v13-1409

Abstract

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).

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Örjan Stenflo. "Perfect sampling from the limit of deterministic products of stochastic matrices." Electron. Commun. Probab. 13 474 - 481, 2008. https://doi.org/10.1214/ECP.v13-1409

Information

Accepted: 7 September 2008; Published: 2008
First available in Project Euclid: 6 June 2016

zbMATH: 1188.15029
MathSciNet: MR2438818
Digital Object Identifier: 10.1214/ECP.v13-1409

Subjects:
Primary: 15A51
Secondary: 60J10, 65C05

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