Random iterates of monotone maps (Q2268902): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
Property / cites work | |||
Property / cites work: Asymptotics of a class of Markov processes which are not in general irreducible / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q3434971 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: On a theorem of Dubins and Freedman / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Completeness of Bhattacharya metric on the space of probabilities / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Invariant Probabilities for Certain Markov Processes / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Stochastic Models of Economic Fluctuations / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Dynamic Optimization with a Non-Convex Technology: The Case of a Linear Objective Function / rank | |||
Normal rank |
Latest revision as of 13:57, 2 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Random iterates of monotone maps |
scientific article |
Statements
Random iterates of monotone maps (English)
0 references
15 March 2010
0 references
Random dynamical systems generated by monotone maps of closed subsets of \(\mathbb{R}^k\) (monotone under the partial order \(x\leq y\) if \(x_j\leq y_j\) for all \(1\leq j\leq k\)) into itself are considered. Invariant distributions for the corresponding Markov processes \(X_{n+1}=\alpha_n(X_n)\), where \(\alpha_n\) is a sequence of i.i.d. monotone maps with certain distribution \(Q\) and \(X_0\) is independent of \(\alpha_n, n=1,2,\dots\), are studied. The main result shows that there exists a unique invariant probability \(\pi\) for the Markov process \(X_n\) which is stable. This result extends a result of \textit{L. E. Dubins} and \textit{D. A. Freedman} [Ann. Math. Stat. 37, 837--868 (1966; Zbl 0147.16404)] to multi-dimensional spaces and improves a result of \textit{R. Bhattacharya} and \textit{M. Majumdar} [J. Theor. Probab. 12, No. 4, 1067--1087 (1999; Zbl 0961.60064)].
0 references
random dynamical system
0 references
invariant distribution
0 references
Markov processes
0 references