Perfect sampling from the limit of deterministic products of stochastic
matrices
Örjan Stenflo, Uppsala University
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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