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Composition

If an update step described by a transition kernel tex2html_wrap_inline2533 is followed by another step with transition kernel tex2html_wrap_inline2535 , then the combined step is described by the transition kernel tex2html_wrap_inline2537 defined by

displaymath2539

When the kernels are thought of as operators on a function space

displaymath2541

then this multiplication of kernels corresponds to composition of operators tex2html_wrap_inline2543 .

The notion of functional composition also describes the computer code. The composition of updates is implemented by following the code for the first update by the code for the second. If the code bits are thought of as implementing mathematical operations, then this also is a functional composition.

It is obvious from the definition that if tex2html_wrap_inline2523 is stationary for tex2html_wrap_inline2547 , i = 1, tex2html_wrap_inline2551 , d. Then tex2html_wrap_inline2523 is also stationary for the composition tex2html_wrap_inline2557 .



Charles Geyer
Fri Jul 5 15:26:21 CDT 1996