作者littlefive (名侦探毛利小五郎)
看板Statistics
标题[难题] convergence using markov chain
时间Sun Dec 10 13:32:09 2006
Let n be a prime, and X_i be iid random variables on the set {1,2,... n}.
Let S_k = X_1 + ... + X_k (mod n).
Show that S_k converges in distribution to the uniform distribution on {1...n}
[Hint: Define an appropriate Markov chain.]
我目前的想法 :
- n is a prime => {0,2,...,n-1} is a field
- 定义马可夫链为 S_k 的值 at step k
- iid X_i on {0,... n} => 矩阵每行每列的和都是 1...
不知道这样是否合理? 请高手指点... ((_ _))
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