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Perfect sampling from the limit of deterministic products of stochastic matrices

Dublin Core		PKP Metadata Items	Metadata for this Document
1.	Title	Title of document	Perfect sampling from the limit of deterministic products of stochastic matrices
2.	Creator	Author's name, affiliation, country	Örjan Stenflo; Uppsala University
3.	Subject	Discipline(s)
3.	Subject	Keyword(s)	Perfect sampling, Stochastic matrices, Markov Chain Monte Carlo, Iterated Function Systems
3.	Subject	Subject classification	15A51, 65C05, 60J10
4.	Description	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).
5.	Publisher	Organizing agency, location
6.	Contributor	Sponsor(s)
7.	Date	(YYYY-MM-DD)	2008-09-07
8.	Type	Status & genre	Peer-reviewed Article
8.	Type	Type
9.	Format	File format	PDF
10.	Identifier	Uniform Resource Identifier	http://ecp.ejpecp.org/article/view/1409
10.	Identifier	Digital Object Identifier	10.1214/ECP.v13-1409
11.	Source	Journal/conference title; vol., no. (year)	Electronic Communications in Probability; Vol 13
12.	Language	English=en
14.	Coverage	Geo-spatial location, chronological period, research sample (gender, age, etc.)
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