Asymptotic behavior of an affine random recursion in Z_p^k defined by a matrix with an eigenvalue of size 1

DOI10.1016/J.SPL.2009.02.014MaRDI QIDQ1026342zbMATH OpenOpenAlexFDO

Authors C. Asci

Publication date 24 June 2009

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2009.02.014

zbMATH Keywords

convergenceMarkov chain

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Numerical analysis or methods applied to Markov chains (65C40)

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Cites work

• Convergence Rates for Markov Chains
• Generating random vectors in ( Z/ p Z)^d via an affine random process
• Generating uniform random vectors
• Generating uniform random vectors in \(\mathbb Z^k_p\): the general case
• scientific article; zbMATH DE number 44579 (Why is no real title available?)
• scientific article; zbMATH DE number 3552764 (Why is no real title available?)
• scientific article; zbMATH DE number 3303654 (Why is no real title available?)
• Random processes of the form \(X_{n+1}=a_ n X_ n+b_ n\pmod p\)
• Random walks arising in random number generation
• Shuffling Cards and Stopping Times

Cited in

(7)

• Random walks on rings and modules
• Random motion on finite rings. I: commutative rings
• Convergence in total variation of an affine random recursion in \({[0, p)}^k\) to a uniform random vector
• Random sequences of the form \(X_{t+1}=a_1X_t+b_t\) modulo \(n\) with dependent coefficients \(a_t, b_t\)
• Generating uniform random vectors
• Infinite-dimensional Gaussian change of variables' formula
• Generating uniform random vectors in \(\mathbb Z^k_p\): the general case

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