Perfect sampling from the limit of deterministic products of stochastic matrices

DOI10.1214/ECP.V13-1409zbMath1188.15029OpenAlexW2119851540MaRDI QIDQ1038905

Örjan Stenflo

Publication date: 20 November 2009

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/231587

zbMATH Keywords

algorithmMarkov chain Monte Carloproducts of matricesstochastic matricesiterated function systemsperfect sampling

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Numerical analysis or methods applied to Markov chains (65C40) Stochastic matrices (15B51)

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