Ergodicity and central limit theorem for random interval homeomorphisms (Q2204401)

The authors are interested in iterated function systems generated by orientation-preserving homeomorphisms on the interval \([0, 1]\). They obtain a simple proof of unique ergodicity on the open interval \((0, 1)\) for a wide class of iterated function systems and establish a quenched central limit theorem for random interval homeomorphisms. In order to prove the theorem, the authors consider the Maxwell-Woodroofe approach to ergodic stationary Markov chains. This generalises the martingale approximation method given by \textit{M. I. Gordin} and \textit{B. A. Lifshits} [Sov. Math., Dokl. 19, 392--394 (1978; Zbl 0395.60057); translation from Dokl. Akad. Nauk SSSR 239, 766--767 (1978)]. The existence of a unique invariant measure \(\mu \in \mathcal{M}_1((0, 1))\) is proved. Let \((f_1, \ldots , f_N; p_1, \ldots, p_N)\) be an admissible iterated function system, the authors prove that the corresponding Markov operator \(P\) has a unique invariant measure \(\mu_{*} \in \mathcal{M}_1((0, 1))\). Moreover \(\mu_{*}\) is atomless. Let \(\mu_{*} \in\mathcal{M}_1((0,1))\) be its unique invariant measure. In this case, the authors prove that for any measure \(\mu \in \mathcal{M}_1((0, 1))\) there holds \[ \lim_{n\rightarrow \infty}\langle P^n\mu,\varphi\rangle=\langle\mu_{*},\varphi\rangle \] for \(\varphi\in C([0,1])\). Let \((X_n)\) be the Markov chain corresponding to the Markov operator \(P\). They give the proof of the quenched central limit theorem for the random process \((\varphi(X_n))\), where \(\varphi\) is a Lipschitz function with \(\int_{[0,1]}\varphi d\mu_{*}=0\).