Mathematics – Probability
Scientific paper
2008-05-19
Mathematics
Probability
The published version is to appear in the Journal of Theoretical Probability
Scientific paper
10.1007/s10959-008-0172-8
This paper is about the rate of convergence of the Markov chain $X_{n+1}=AX_{n}+B_{n}$ (mod $p$), where $A$ is an integer matrix with nonzero eigenvalues and ${B_{n}}_{n}$ is a sequence of independent and identically distributed integer vectors, with support not parallel to a proper subspace of $Q^{k}$ invariant under $A$. If $|\lambda_{i}|\not=1$ for all eigenvalues $\lambda_{i}$ of $A$, then $n=O((\ln p)^{2}) $ steps are sufficient and $n=O(\ln p)$ steps are necessary to have $X_{n}$ sampling from a nearly uniform distribution. Conversely, if $A$ has the eigenvalues $\lambda_{i}$ that are roots of positive integer numbers, $|\lambda_{1}|=1$ and $|\lambda_{i}|>1$ for all $i\not=1$, then $O(p^{2}) $ steps are necessary and sufficient.
No associations
LandOfFree
Generating uniform random vectors in $\QTR{bf}{Z}_{p}^{k}$: the general case does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.
If you have personal experience with Generating uniform random vectors in $\QTR{bf}{Z}_{p}^{k}$: the general case, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Generating uniform random vectors in $\QTR{bf}{Z}_{p}^{k}$: the general case will most certainly appreciate the feedback.
Profile ID: LFWR-SCP-O-648044