Generating uniform random vectors in bfZpk: the general case
Abstract
This paper is about the rate of convergence of the Markov chain Xn+1=AXn+Bn (mod p), where A is an integer matrix with nonzero eigenvalues and Bnn is a sequence of independent and identically distributed integer vectors, with support not parallel to a proper subspace of Qk invariant under A. If |λi|=1 for all eigenvalues λi of A, then n=O(( p)2) steps are sufficient and n=O( p) steps are necessary to have Xn sampling from a nearly uniform distribution. Conversely, if A has the eigenvalues λi that are roots of positive integer numbers, |λ1|=1 and |λi|>1 for all i=1, then O(p2) steps are necessary and sufficient.
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