Random dynamical systems: a review

Rabi Bhattacharya () and Mukul Majumdar ()

Economic Theory, 2003, vol. 23, issue 1, 13-38

Abstract: This paper provides a review of some results on the stability of random dynamical systems and indicates a number of applications to stochastic growth models, linear and non-linear time series models, statistical estimation of invariant distributions, and random iterations of quadratic maps. Copyright Springer-Verlag Berlin/Heidelberg 2003

Keywords: Random dynamical systems; Stability; Splitting; Contractions; Stochastic growth; Time series; Estimation. (search for similar items in EconPapers)
Date: 2003
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Citations: View citations in EconPapers (11)

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DOI: 10.1007/s00199-003-0357-4

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