next up previous
Next: Reversibility Up: Combination of Updates Previous: Composition

Mixing

Another way of combining updates is by chosing an update mechanism at random and then implementing that update, thus producing a statistical mixture of the updates. If update steps described by transition kernels tex2html_wrap_inline2547 are chosen with probabilities tex2html_wrap_inline2561 then the transition kernel of the mixed update step is tex2html_wrap_inline2563 . The sum can be finite or infinite.

In order for the tex2html_wrap_inline2561 to specify a probability distribution, the tex2html_wrap_inline2561 must be nonnegative and sum to one. Thus mixing updates corresponds to the operation of forming a convex combination of kernels. Again, it is obvious that if tex2html_wrap_inline2523 is stationary for each of the tex2html_wrap_inline2547 , then tex2html_wrap_inline2523 is also stationary for tex2html_wrap_inline2575 .



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