Limit theorems for stochastically perturbed dynamical systems

DOI10.2307/3215300MaRDI QIDQ4842820zbMATH OpenOpenAlexFDO

Authors Krzysztof Łoskot, Ryszard Rudnicki

Publication date 16 August 1995

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

Full work available at URL https://doi.org/10.2307/3215300

zbMATH Keywords

central limit theoremcoupling argumentergodic theoremstochastically perturbed dynamical systemsunique stationary probability measure

Mathematics Subject Classification ID

Ergodic theory (37A99) Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Discrete-time Markov processes on general state spaces (60J05)

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Cited in

(13)

• Stochastic perturbation of dynamical systems: The weak convergence of measures
• Limit theorems on the exit problems for small random perturbations of dynamical systems. II
• Limit theorem for countable systems of stochastic differential equations
• The RPEs of RBCs and other DSGEs
• Sternberg theorems for random dynamical systems
• Limit theorems in dynamical systems using the spectral method
• On statistical properties of the lyapunov exponent of the generalized skew tent map
• Asymptotic behaviors of randomly perturbed dynamical systems
• Ergodic Theorems for Discrete Time Stochastic Systems Using a Stochastic Lyapunov Function
• Limit theorems in averaging for dynamical systems
• Strict stationarity of ar(p) processes generated by nonlinear random functions with additive perturbations
• Temporal distributional limit theorems for dynamical systems
• A Siegel theorem for dynamical systems under random perturbations

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