Abstract
This article is concerned with Markov chains on ℝm constructed by randomly choosing an affine map at each stage, and then making the transition from the current point to its image under this map. The distribution of the random affine map can depend on the current point (i.e., state of the chain). Sufficient conditions are given under which this chain is ergodic.
Original language | English (US) |
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Pages (from-to) | 239-254 |
Number of pages | 16 |
Journal | Journal of Theoretical Probability |
Volume | 1 |
Issue number | 3 |
DOIs | |
State | Published - Jul 1988 |
Externally published | Yes |
All Science Journal Classification (ASJC) codes
- Statistics and Probability
- General Mathematics
- Statistics, Probability and Uncertainty
Keywords
- Ergodic
- Markov chain
- random affine map