Limit theorems for iterated random functions

DOI10.1239/JAP/1082999076zbMath1046.60024OpenAlexW2146343663MaRDI QIDQ4819468

Wei-Biao Wu, Xiao-Feng Shao

Publication date: 24 September 2004

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/jap/1082999076

zbMATH Keywords

cumulantsexponential inequalityMarkov chaincentral limit theoremmartingalestationaritynonlinear time seriesfractalDini continuityiterated random function

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Central limit and other weak theorems (60F05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Functional limit theorems; invariance principles (60F17)

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