Ergodic theorems for Markov chains represented by iterated function systems

MaRDI QIDQ2725205zbMATH OpenFDO

Authors Örjan Stenflo

Publication date 31 July 2002

Published in Bulletin of the Polish Academy of Sciences, Mathematics (Search for Journal in Brave)

zbMATH Keywords

convergence ratesergodic theoremsiterated function systems (IFS)Markov chains

Mathematics Subject Classification ID

Random dynamical systems (37H99) Convergence of probability measures (60B10) Central limit and other weak theorems (60F05) Discrete-time Markov processes on general state spaces (60J05)

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Cited in

(20)

• On the exact simulation of functionals of stationary Markov chains
• Invariant measures of Markov operators associated to iterated function systems consisting of -max-contractions with probabilities
• Simulation-based estimation of dynamic models with continuous equilibrium solutions
• Parametric continuity of stationary distributions
• Markov chains in random environments and random iterated function systems
• Iterated random maps and some classes of Markov processes
• The rate of convergence for iterated function systems
• The morphing of fluid queues into Markov-modulated Brownian motion
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• An Iterated Random Function with Lipschitz Number One
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• Ergodic theorem for contractive Markov systems
• scientific article; zbMATH DE number 2156189 (Why is no real title available?)
• On strong ergodicity of iterated function systems, with applications to time series models
• Equicontinuity and Stability Properties of Markov Chains Arising from Iterated Function Systems on Polish Spaces
• Block-recursive equilibria in heterogeneous-agent models
• Population size in stochastic discrete-time ecological dynamics
• Time-dependent iteration of random functions
• Ergodicity of a bounded Markov chain with attractiveness towards the centre
• \(V\)-variable fractals: Fractals with partial self similarity

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