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This article is cited in 3 scientific papers (total in 3 papers)
Random sequences of the form
$X_{t+1}=a_t X_t+b_t$ modulo $n$ with dependent coefficients $a_t$, $b_t$
I. A. Kruglov
Abstract:
In this paper, we prove inequalities for the mean square deviation $\delta_{N,n}$
of the $N$ step transition matrix from the equiprobable matrix
for certain random affine walk in the residue ring modulo $n$ with dependent
linear and drift components.
It is proved that the relation
$$
\lim_{n\to \infty} \delta_{N,n}=0
$$ is true if and only if $N/n^2\to \infty$ as $n\to\infty$. Under this condition,
$$
\delta^2_{N,n}\sim \varepsilon_n \exp\{-\pi^2 N/l_n^2\},
$$
as $n\to\infty, $ where $\varepsilon_n=2$ if $n$ is even and $\varepsilon_n=1$ if
$n$ is odd,
$l_n=n/2$
if $n$ is even and $l_n=n$ if $n$ is odd.
This research was supported by the program of the President of Russian Federation for
support of leading scientific schools, grant 2358.2003.9.
Received: 15.12.2004
Citation:
I. A. Kruglov, “Random sequences of the form
$X_{t+1}=a_t X_t+b_t$ modulo $n$ with dependent coefficients $a_t$, $b_t$”, Diskr. Mat., 17:2 (2005), 49–55; Discrete Math. Appl., 15:2 (2005), 145–151
Linking options:
https://www.mathnet.ru/eng/dm97https://doi.org/10.4213/dm97 https://www.mathnet.ru/eng/dm/v17/i2/p49
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Abstract page: | 550 | Full-text PDF : | 256 | References: | 90 | First page: | 1 |
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