Limit theorems for iterated random functions by regenerative methods

Gerold Alsmeyer and Cheng-Der Fuh

Stochastic Processes and their Applications, 2001, vol. 96, issue 1, 123-142

Abstract: Let be a complete separable metric space and (Fn)n[greater-or-equal, slanted]0 a sequence of i.i.d. random functions from to which are uniform Lipschitz, that is, Ln=supx[not equal to]y d(Fn(x),Fn(y))/d(x,y)

Keywords: Iterated; random; function; Lipschitz; map; Forward; iterations; Backward; iterations; Stationary; distribution; Prokhorov; metric; Level; [gamma]; ladder; epochs (search for similar items in EconPapers)
Date: 2001
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Citations: View citations in EconPapers (4)

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