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Perfect sampling from the limit of deterministic products of stochastic matrices

   
@article{ECP1409,
	author = {Örjan Stenflo},
	title = {Perfect sampling from the limit of deterministic products of stochastic  matrices},
	journal = {Electron. Commun. Probab.},
	fjournal = {Electronic Communications in Probability},
	volume = {13},
	year = {2008},
	keywords = {Perfect sampling, Stochastic matrices, Markov Chain Monte Carlo, Iterated Function Systems},
	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).},
	pages = {no. 45, 474-481},
	issn = {1083-589X},
	doi = {10.1214/ECP.v13-1409},    
        url = {http://ecp.ejpecp.org/article/view/1409}}