Limit theorems for iterated random functions by regenerative methods.

DOI10.1016/S0304-4149(01)00104-1zbMath1058.60054WikidataQ127213111 ScholiaQ127213111MaRDI QIDQ1766012

Gerold Alsmeyer, Cheng-Der Fuh

Publication date: 25 February 2005

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

stationary distributionLipschitz mapProkhorov metricbackward iterationsiterated random functionforward iterationslevel \(\gamma \) ladder epochs

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Discrete-time Markov processes on general state spaces (60J05) Sample path properties (60G17) Renewal theory (60K05)

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Cites Work

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• Iterated Random Functions