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.
ASJC Scopus subject areas
- Statistics and Probability
- Statistics, Probability and Uncertainty
- Markov chain
- random affine map