Asymptotically linear iterated function systems on the real line

Given a sequence of i.i.d. random functions Ψ n : R → R , n ∈ N , we consider the iterated function system and Markov chain, which is recursively defined by Xx0 : = x and Xxn : = Ψn− 1 (Xxn−1 ) for x ∈ R and n ∈ N . Under the two basic assumptions that the Ψ n are a.s. continuous at any point in R a...

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Veröffentlicht in:	The Annals of Applied Probability 2023-02, Vol.33 (1), p.161
Hauptverfasser:	Alsmeyer, Gerold, Brofferio, Sara, Buraczewski, Dariusz
Format:	Artikel
Sprache:	eng
Schlagworte:	Asymptotic methods Asymptotic properties Econometrics Iterative methods Markov analysis Markov chains Mathematical analysis Mathematical functions Mathematics Probability Queuing theory Random variables
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