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

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  • Asci, Claudio

Abstract

In this paper we study the rate of convergence of the Markov chain , where A is an integer invertible matrix, and is a sequence of independent and identically distributed integer vectors. If A has an eigenvalue of size 1, then n=O(p2) steps are necessary and sufficient to have sampling from a nearly uniform distribution.

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  • Asci, Claudio, 2009. "Asymptotic behavior of an affine random recursion in defined by a matrix with an eigenvalue of size 1," Statistics & Probability Letters, Elsevier, vol. 79(11), pages 1421-1428, June.
    • Handle: RePEc:eee:stapro:v:79:y:2009:i:11:p:1421-1428
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