Stability in distribution of randomly perturbed quadratic maps as Markov processes

DOI10.1214/105051604000000918MaRDI QIDQ1769412zbMATH OpenOpenAlexFDO

Authors Rabi Bhattacharya, Mukul Majumdar

Publication date 21 March 2005

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

Full work available at URL https://arxiv.org/abs/math/0503540, https://projecteuclid.org/euclid.aoap/1099674078

zbMATH Keywords

Markov processquadratic mapsinvariant probability

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Central limit and other weak theorems (60F05) Discrete-time Markov processes on general state spaces (60J05) Generation, random and stochastic difference and differential equations (37H10)

Abstract: Iteration of randomly chosen quadratic maps defines a Markov process: X_{n+1}=epsilon_{n+1}X_n(1-X_n), where epsilon_n are i.i.d. with values in the parameter space [0,4] of quadratic maps F_{ heta}(x)= heta x(1-x). Its study is of significance as an important Markov model, with applications to problems of optimization under uncertainty arising in economics. In this article a broad criterion is established for positive Harris recurrence of X_n.

Recommendations

• Asymptotic behaviors of randomly perturbed dynamical systems
• Random iterates of monotone maps
• Random perturbations of iterated maps
• The quasi-stationary distribution for small random perturbations of certain one-dimensional maps
• On a class of stable random dynamical systems: Theory and applications

Cites work

• scientific article; zbMATH DE number 431847 (Why is no real title available?)
• scientific article; zbMATH DE number 3718210 (Why is no real title available?)
• scientific article; zbMATH DE number 193038 (Why is no real title available?)
• scientific article; zbMATH DE number 3462924 (Why is no real title available?)
• scientific article; zbMATH DE number 1959481 (Why is no real title available?)
• scientific article; zbMATH DE number 1500757 (Why is no real title available?)
• A contractivity condition for iterated function systems
• A result regarding convergence of random logistic maps
• Chaotic tatonnement
• Generic hyperbolicity in the logistic family
• Markov chains and stochastic stability
• On a theorem of Dubins and Freedman
• On capital accumulation paths in a neoclassical stochastic growth model
• On the nonuniqueness of the invariant probability for i. i. d. random logistic maps
• Random logistic maps. I
• Random perturbations of transformations of an interval
• Stationary solutions of stochastic recursions describing discrete event systems

Cited in

(10)

• Stability of Julia sets for a quadratic random dynamical system
• The quasi-stationary distribution for small random perturbations of certain one-dimensional maps
• Random iterates of monotone maps
• Limit theorems for monotone Markov processes
• Multiplicative stochastic perturbations of one-dimensional maps
• Asymptotics of the spectral function of an odd-order ordinary differential operator in the general case
• Persistence for stochastic difference equations: a mini-review
• Pathwise properties of random quadratic mapping
• On the stability in the quadratic mean of stochastic dynamical systems
• Stability of equilibria of randomly perturbed maps

This page was built for publication: Stability in distribution of randomly perturbed quadratic maps as Markov processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1769412)