Abstract:
In this paper, we prove inequalities for the mean square deviation δN,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
limn→∞δN,n=0 is true if and only if N/n2→∞ as n→∞. Under this condition,
δ2N,n∼εnexp{−π2N/l2n},
as n→∞, where εn=2 if n is even and εn=1 if
n is odd,
ln=n/2
if n is even and ln=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.
Citation:
I. A. Kruglov, “Random sequences of the form
Xt+1=atXt+bt modulo n with dependent coefficients at, bt”, Diskr. Mat., 17:2 (2005), 49–55; Discrete Math. Appl., 15:2 (2005), 145–151
\Bibitem{Kru05}
\by I.~A.~Kruglov
\paper Random sequences of the form
$X_{t+1}=a_t X_t+b_t$ modulo $n$ with dependent coefficients $a_t$, $b_t$
\jour Diskr. Mat.
\yr 2005
\vol 17
\issue 2
\pages 49--55
\mathnet{http://mi.mathnet.ru/dm97}
\crossref{https://doi.org/10.4213/dm97}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=2167799}
\zmath{https://zbmath.org/?q=an:1106.60059}
\elib{https://elibrary.ru/item.asp?id=9135422}
\transl
\jour Discrete Math. Appl.
\yr 2005
\vol 15
\issue 2
\pages 145--151
\crossref{https://doi.org/10.1515/1569392053971433}
Linking options:
https://www.mathnet.ru/eng/dm97
https://doi.org/10.4213/dm97
https://www.mathnet.ru/eng/dm/v17/i2/p49
This publication is cited in the following 3 articles:
I. D. Shkredov, “On the multiplicative Chung-Diaconis-Graham process”, Sb. Math., 214:6 (2023), 878–895
I. A. Kruglov, “Skorost skhodimosti k ravnomernomu raspredeleniyu v skheme avtoregressii na konechnoi abelevoi gruppe”, Matem. vopr. kriptogr., 9:1 (2018), 65–74
I. A. Kruglov, “Skhodimost matrits perekhodnykh veroyatnostei nekotorykh tsepei Markova na konechnoi abelevoi gruppe k ravnomernoi matritse”, Matem. vopr. kriptogr., 8:1 (2017), 31–50