Random walks generated by affine mappings |
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| Authors: | Marc A Berger H Mete Soner |
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| Institution: | (1) Faculty of Mathematics, Weizmann Institute of Science, 76100 Rehovot, Israel;(2) Department of Mathematics, Carnegie-Mellon University, 15213 Pittsburgh, Pennsylvania |
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| Abstract: | This article is concerned with Markov chains on  m 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. |
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| Keywords: | Ergodic Markov chain random affine map |
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