Iterated Random Functions
From MaRDI portal
Publication:4255824
DOI10.1137/S0036144598338446zbMath0926.60056WikidataQ100329963 ScholiaQ100329963MaRDI QIDQ4255824
David Freedman, Persi Diaconis
Publication date: 27 June 1999
Published in: SIAM Review (Search for Journal in Brave)
Central limit and other weak theorems (60F05) Discrete-time Markov processes on general state spaces (60J05)
Related Items
Dubins-Freedman processes and RC filters ⋮ Central limit theorems for iterated random Lipschitz mappings. ⋮ On weighted \(U\)-statistics for stationary processes. ⋮ The tail of the stationary distribution of a random coefficient \(\text{AR}(q)\) model. ⋮ Contractive affine generalized iterated function systems which are topologically contracting ⋮ Minimum Hellinger distance estimation for bivariate samples and time series with applications to nonlinear regression and copula-based models ⋮ Dimension bounds for invariant measures of bi-Lipschitz iterated function systems ⋮ Recursive estimation of time-average variance constants ⋮ Observation-driven models for discrete-valued time series ⋮ Tail-homogeneity of stationary measures for some multidimensional stochastic recursions ⋮ On distributional properties of perpetuities ⋮ Statistical inference for nonparametric GARCH models ⋮ Orbit distributions of iterated function systems with finitely many forms ⋮ Ergodicity and loss of capacity for a random family of concave maps ⋮ Stochastic inflow modeling for hydropower scheduling problems ⋮ Feller processes on nonlocally compact spaces ⋮ Critical thresholds for eventual extinction in randomly disturbed population growth models ⋮ Deviation inequalities for stochastic approximation by averaging ⋮ Strong uniform consistency of the frequency polygon density estimator for stable non-anticipative stochastic processes ⋮ An empirical central limit theorem for dependent sequences ⋮ Extremal behaviour of models with multivariate random recurrence representation ⋮ Symmetric random walks on \(\mathrm{Homeo}^+ (\mathbb{R})\) ⋮ Gene expression dynamics in randomly varying environments ⋮ Asymptotic results for sample autocovariance functions and extremes of integrated generalized Ornstein-Uhlenbeck processes ⋮ Exponential inequalities for nonstationary Markov chains ⋮ Kernel estimation for time series: an asymptotic theory ⋮ Asymptotic theory for curve-crossing analysis ⋮ Characterising random partitions by random colouring ⋮ Weak symmetries of stochastic differential equations driven by semimartingales with jumps ⋮ Stationarity and ergodicity of univariate generalized autoregressive score processes ⋮ Limits of the Letac principle: the discrete case ⋮ Rejoinder on: Some recent theory for autoregressive count time series ⋮ On the stationary tail index of iterated random Lipschitz functions ⋮ Degenerate \(U\)- and \(V\)-statistics under weak dependence: asymptotic theory and bootstrap consistency ⋮ Gibbs sampling, exponential families and orthogonal polynomials ⋮ Multivariate generalized Ornstein-Uhlenbeck processes ⋮ Multivariate linear recursions with Markov-dependent coefficients ⋮ Novel computation of the growth rate of generalized random Fibonacci sequences ⋮ Convergence to stable laws for multidimensional stochastic recursions: the case of regular matrices ⋮ Quantitative bounds for Markov chain convergence: Wasserstein and total variation distances ⋮ Autonomous choices among deterministic evolution-laws as source of uncertainty ⋮ Efficient rare-event simulation for perpetuities ⋮ Three dimensional fractal attractors in a green transition economic growth model ⋮ Efficient likelihood estimation in state space models ⋮ Nonautonomous stochastic search in global optimization ⋮ Dynamical systems and numerical analysis: The study of measures generated by uncountable I.F.S. ⋮ Split invariance principles for stationary processes ⋮ Absolute regularity and ergodicity of Poisson count processes ⋮ Asymptotics of stationary solutions of multivariate stochastic recursions with heavy tailed inputs and related limit theorems ⋮ Deviation inequalities for separately Lipschitz functionals of iterated random functions ⋮ On the asymptotic behavior of the Diaconis-Freedman chain on \([0, 1\)] ⋮ On the exact simulation of functionals of stationary Markov chains ⋮ A Bernstein type inequality and moderate deviations for weakly dependent sequences ⋮ Heavy tail phenomenon and convergence to stable laws for iterated Lipschitz maps ⋮ \(V\)-variable fractals: Fractals with partial self similarity ⋮ Dual graphs and modified Barlow-Bass resistance estimates for repeated barycentric subdivisions ⋮ Qualitative properties of certain piecewise deterministic Markov processes ⋮ Self-similar measures in multi-sector endogenous growth models ⋮ On recurrence of the multidimensional Lindley process ⋮ Weakly dependent chains with infinite memory ⋮ Effective branching splitting method under cost constraint ⋮ An excursion-theoretic approach to stability of discrete-time stochastic hybrid systems ⋮ Limit theorems for iterated random functions by regenerative methods. ⋮ One-shot coupling for certain stochastic recursive sequences. ⋮ Consistency of Markov chain quasi-Monte Carlo on continuous state spaces ⋮ A Lévy input model with additional state-dependent services ⋮ Stability and the Lyapounov exponent of threshold AR-ARCH models ⋮ Input-output properties of the Page-Hinkley detector ⋮ Convergence to stable laws for a class of multidimensional stochastic recursions ⋮ A survey of max-type recursive distributional equations ⋮ Stylized facts from a threshold-based heterogeneous agent model ⋮ Nonautonomous stochastic search for global minimum in continuous optimization ⋮ Functional limit theorem for the empirical process of a class of Bernoulli shifts with long memory ⋮ Unique Bernoulli \(g\)-measures ⋮ Random transformations and invariance of semimartingales on Lie groups ⋮ Template iterations of quadratic maps and hybrid Mandelbrot sets ⋮ New dependence coefficients. Examples and applications to statistics ⋮ Wave propagation for reaction-diffusion equations on infinite random trees ⋮ Asymptotic behavior for Markovian iterated function systems ⋮ A general theory of coexistence and extinction for stochastic ecological communities ⋮ \(M\)-estimation of linear models with dependent errors ⋮ Berry-Esseen theorems under weak dependence ⋮ Time-dependent iteration of random functions ⋮ Global convergence of discrete-time inhomogeneous Markov processes from dynamical systems perspective ⋮ A simple proof of heavy tail estimates for affine type Lipschitz recursions ⋮ Dynamical height growth: left, right, and total orbits ⋮ A multiscale stochastic criminal behavior model under a hybrid scheme ⋮ A multiplicative version of the Lindley recursion ⋮ Asymptotic results for the empirical process of stationary sequences ⋮ Rates of convergence of some multivariate Markov chains with polynomial eigenfunctions ⋮ Markov chain simulation for multilevel Monte Carlo ⋮ Convergence rate bounds for iterative random functions using one-shot coupling ⋮ Finitary codings for spatial mixing Markov random fields ⋮ Invariant measures for multidimensional fractional stochastic volatility models ⋮ Functional equations with multiple recursive terms ⋮ Random motions, classes of ergodic Markov chains and beta distributions ⋮ Random walks and hyperplane arrangements ⋮ Predictability and fairness in load aggregation and operations of virtual power plants ⋮ Some recent developments on Lie symmetry analysis of stochastic differential equations ⋮ Random logistic maps and Lyapunov exponents ⋮ A stochastic recurrence equations approach for score driven correlation models ⋮ Some Limit Properties of Markov Chains Induced by Recursive Stochastic Algorithms ⋮ A LIMIT THEOREM FOR QUADRATIC FORMS AND ITS APPLICATIONS ⋮ On Hilbert, Fourier, and wavelet transforms ⋮ Tail behaviour of stationary solutions of random difference equations: the case of regular matrices ⋮ A survey of average contractive iterated function systems ⋮ Persistence for stochastic difference equations: a mini-review ⋮ A hierarchical structure of transformation semigroups with applications to probability limit measures ⋮ Iterated function systems of logistic maps: synchronization and intermittency ⋮ On existence and structure of semiattractors for dynamical systems represented by cocycles ⋮ Dynamics on Linear Influence Network Games Under Stochastic Environments ⋮ On the geometric ergodicity for a generalized IFS with probabilities ⋮ Kingman’s model with random mutation probabilities: convergence and condensation I ⋮ Functionals of Dirichlet processes, the Cifarelli-Regazzini identity and beta-gamma processes ⋮ Limit theorems for iterated random functions ⋮ Fourier transforms of stationary processes ⋮ How to Construct a Random Probability Measure ⋮ On beta distributed limits of iterated linear random functions ⋮ On multidimensional Mandelbrot cascades ⋮ How to couple from the past using a read-once source of randomness ⋮ Stochastic Switching in Infinite Dimensions with Applications to Random Parabolic PDE ⋮ Mingled hyperbolicities: ergodic properties and bifurcation phenomena (an approach using concavity) ⋮ Random iteration for infinite nonexpansive iterated function systems ⋮ On the connectedness of attractors of orbital contractive IFSs ⋮ Explicit invariant measures for products of random matrices ⋮ Unnamed Item ⋮ On the Kesten–Goldie constant ⋮ Limit theorems for monotone Markov processes ⋮ Sieving random iterative function systems ⋮ Uniform convergence rates for a class of martingales with application in non-linear cointegrating regression ⋮ Controlled sequential Monte Carlo ⋮ Komlós-Major-Tusnády approximation under dependence ⋮ Ergodicity of observation-driven time series models and consistency of the maximum likelihood estimator ⋮ Tail estimates for stochastic fixed point equations via nonlinear renewal theory ⋮ DUAL SKEW PRODUCTS, GENERICITY OF THE EXACTNESS PROPERTY AND FINANCE ⋮ Asymptotic spectral theory for nonlinear time series ⋮ On a class of random walks in simplexes ⋮ Strong invariance principles for dependent random variables ⋮ Stochastic gene expression in switching environments ⋮ Unnamed Item ⋮ Some limits related to random iterations of a lamplighter group ⋮ How Deep Are Deep Gaussian Processes? ⋮ Approximation of invariant measures for random iterations ⋮ Left invertibility of discrete systems with finite inputs and quantised output ⋮ DISTRIBUTIONAL AND LOCAL LIMIT LAWS FOR A CLASS OF ITERATED MAPS THAT CONTRACT ON AVERAGE ⋮ Two-sided bounds for \(L_p\)-norms of combinations of products of independent random variables ⋮ On linear processes with dependent innovations ⋮ Recurrence properties of autoregressive processes with super-heavy-tailed innovations ⋮ Stability of nonlinear stochastic recursions with application to nonlinear AR-GARCH models ⋮ Contracting on average random IFS with repelling fixed point ⋮ Iterated function system models in data analysis: Detection and separation ⋮ The Nagaev-Guivarc’h method via the Keller-Liverani theorem ⋮ Implicit renewal theory in the arithmetic case ⋮ 𝑊-Markov measures, transfer operators, wavelets and multiresolutions ⋮ Iterated random functions and regularly varying tails ⋮ On construction of asymptotically stable iterated function system with probabilities ⋮ Generalised kernel smoothing for non-negative stationary ergodic processes ⋮ On convergence in distribution of the Markov chain generated by the filter kernel induced by a fully dominated Hidden Markov Model ⋮ On explicit form of the stationary distributions for a class of bounded Markov chains ⋮ Random iteration and Markov operators ⋮ Postmodel selection estimators of variance function for nonlinear autoregression ⋮ Stability in Distribution of Path-Dependent Hybrid Diffusion ⋮ On Barycentric Subdivision ⋮ On fixed gain recursive estimators with discontinuity in the parameters ⋮ A unified stability theory for classical and monotone Markov chains ⋮ Stochastic recursions: between Kesten's and Grincevičius-Grey's assumptions ⋮ Dynamical properties of endomorphisms, multiresolutions, similarity and orthogonality relations ⋮ Sharp connections between Berry-Esseen characteristics and Edgeworth expansions for stationary processes ⋮ Self-Excited Threshold Poisson Autoregression ⋮ Persistence and extinction for stochastic ecological models with internal and external variables ⋮ A note on invariance principles for iterated random functions ⋮ Optimal Rate of Convergence for Empirical Quantiles and Distribution Functions for Time Series ⋮ On the Set of Limit Points of Normed Sums of Geometrically Weighted I.I.D. Bounded Random Variables ⋮ ITERATED FUNCTION SYSTEMS WITH A GIVEN CONTINUOUS STATIONARY DISTRIBUTION ⋮ Deviation inequalities for separately Lipschitz functionals of composition of random functions ⋮ Random doubly stochastic tridiagonal matrices ⋮ On the geometric ergodicity of Hamiltonian Monte Carlo ⋮ Inverse exponential decay: stochastic fixed point equation and ARMA models ⋮ A FUNCTIONAL VERSION OF THE ARCH MODEL ⋮ Invariance principles for iterated maps that contract on average ⋮ RANDOM DYNAMICAL SYSTEMS ON ORDERED TOPOLOGICAL SPACES ⋮ Asymptotic measures of random logistic maps ⋮ Asymptotic Behavior of Poisson Kernels on NA Groups ⋮ Polynomial ergodicity of Markov transition kernels. ⋮ A new covariance inequality and applications. ⋮ Entropy of random chaotic interval map with noise which causes coarse-graining ⋮ Unnamed Item ⋮ The Smoothing Transform: A Review of Contraction Results ⋮ A simulation-based approach to stochastic dynamic programming ⋮ On the Bahadur representation of sample quantiles for dependent sequences ⋮ Exponential ergodicity for Markov processes with random switching ⋮ Convergence of Recursive Stochastic Algorithms Using Wasserstein Divergence ⋮ On the quasi-likelihood estimation for random coefficient autoregressions ⋮ ITERATIONS OF DEPENDENT RANDOM MAPS AND EXOGENEITY IN NONLINEAR DYNAMICS ⋮ ENTEROTYPE-LIKE MICROBIOME STRATIFICATION AS EMERGENT STRUCTURE IN COMPLEX ADAPTIVE SYSTEMS: A MATHEMATICAL MODEL ⋮ Stochastic Gradient MCMC for State Space Models ⋮ On unbounded invariant measures of stochastic dynamical systems ⋮ On meteors, earthworms and wimps ⋮ Iterated Function Systems with the Weak Average Contraction Conditions ⋮ Probability laws of consensus in a broadcast-based consensus-forming algorithm ⋮ Exponential growth of branching processes in a general context of lifetimes and birthtimes dependence ⋮ Multiplicative ergodicity of Laplace transforms for additive functional of Markov chains ⋮ Transfer operators for contractive Markov systems and stochastic stability of the invariant measure ⋮ Unnamed Item ⋮ WEAK DEPENDENCE: MODELS AND APPLICATIONS TO ECONOMETRICS ⋮ Optimal transportation and stationary measures for iterated function systems ⋮ On uniqueness of invariant measures for random walks on ⋮ A multiscale stochastic criminal behavior model and the convergence to a piecewise-deterministic-Markov-process limit ⋮ On the asymptotic behavior of the Diaconis–Freedman chain in a multi-dimensional simplex ⋮ Discussion of “A Gibbs Sampler for a Class of Random Convex Polytopes” ⋮ Count Time Series: A Methodological Review ⋮ Longitudinal network models and permutation‐uniform Markov chains ⋮ Approximations for the distribution of perpetuities with small discount rates ⋮ Recurrence and transience of random difference equations in the critical case ⋮ On the ergodic control of ensembles in the presence of non-linear filters ⋮ Asymptotically linear iterated function systems on the real line ⋮ Stochastic properties of nonlinear locally-nonstationary filters ⋮ Expanding measures: Random walks and rigidity on homogeneous spaces ⋮ Multilevel linear models, Gibbs samplers and multigrid decompositions (with discussion) ⋮ Infinite random power towers ⋮ Edgeworth expansions for volatility models ⋮ Exponential control of the trajectories of iterated function systems with application to semi-strong GARCH models ⋮ Completeness of certain metric spaces of measures ⋮ Estimation and testing of multivariate random coefficient autoregressive model based on empirical likelihood ⋮ Flexible nonlinear inference and change-point testing of high-dimensional spectral density matrices ⋮ Stationary probability measures on projective spaces 1: block-Lyapunov dominated systems ⋮ Random iteration with place dependent probabilities ⋮ Law of large numbers for random iteration ⋮ Distributional chaos in random dynamical systems ⋮ Smoothing With Couplings of Conditional Particle Filters ⋮ Unnamed Item ⋮ Alsedà–Misiurewicz systems with place-dependent probabilities* ⋮ Fractional Moments of Solutions to Stochastic Recurrence Equations ⋮ Log-Optimal Portfolios with Memory Effect ⋮ Existence and uniqueness of a stationary and ergodic solution to stochastic recurrence equations via Matkowski’s FPT ⋮ Some simple but challenging Markov processes ⋮ Quenched limit theorems for Fourier transforms and periodogram ⋮ On perpetuities with light tails ⋮ Rank-dependent Galton‒Watson processes and their pathwise duals ⋮ Lyapunov Exponent of Rank-One Matrices: Ergodic Formula and Inapproximability of the Optimal Distribution ⋮ The fine structure of the stationary distribution for a simple Markov process ⋮ Exact estimation for Markov chain equilibrium expectations ⋮ Random iterations of maps on Rk : asymptotic stability, synchronisation and functional central limit theorem ⋮ Empirical Q-Value Iteration ⋮ Testing for strict stationarity in a random coefficient autoregressive model ⋮ Expanding actions: minimality and ergodicity
