A note on invariance principles for iterated random functions

DOI10.1239/JAP/1059060911MaRDI QIDQ4462712zbMATH OpenOpenAlexFDO

Authors Ulrich Herkenrath, Marius Iosifescu, Andreas Rudolph

Publication date 18 May 2004

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

Full work available at URL https://doi.org/10.1239/jap/1059060911

zbMATH Keywords

autoregressive processcentral limit theoreminvariance principleiterated random functionlaw of the iterated logarithm

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17) Discrete-time Markov processes on general state spaces (60J05)

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Cites work

• A Central Limit Theorem for Contractive Stochastic Dynamical Systems
• A central limit theorem for iterated random functions
• A multiplicative ergodic theorem for Lipschitz maps
• Central limit theorems for martingales and for processes with stationary increments using a Skorokhod representation approach
• Functional limit theorems for dependent variables
• scientific article; zbMATH DE number 599602 (Why is no real title available?)
• scientific article; zbMATH DE number 2098760 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• Invariance principles for the law of the iterated logarithm for martingales and processes with stationary increments
• Iterated Random Functions
• Markov operators acting on Polish spaces
• The tail of the stationary distribution of an autoregressive process with \(\text{ARCH}(1)\) errors

Cited in

(5)

• Estimation of stationary probability of semi-Markov chains
• Estimation of the stationary distribution of semi-Markov processes with Borel state space
• Limit theorems for iterated random functions
• Variations of the elephant random walk
• Entropy for semi-Markov processes with Borel state spaces: asymptotic equirepartition properties and invariance principles

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