On a variant of the product replacement algorithm
We discuss a variant, named ‘Rattle’, of the product replacement algorithm. Rattle is a Markov chain, that returns a random element of a black box group. The limiting distribution of the element returned is the uniform distribution. We prove that, if the generating sequence is long enough, the proba...
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Veröffentlicht in: | Glasgow mathematical journal 2024-01, Vol.66 (1), p.221-228 |
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description | We discuss a variant, named ‘Rattle’, of the product replacement algorithm. Rattle is a Markov chain, that returns a random element of a black box group. The limiting distribution of the element returned is the uniform distribution. We prove that, if the generating sequence is long enough, the probability distribution of the element returned converges unexpectedly quickly to the uniform distribution. |
doi_str_mv | 10.1017/S0017089523000435 |
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subjects | Algorithms Eigenvalues Markov analysis Markov chains Probability distribution |
title | On a variant of the product replacement algorithm |
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