Stability in distribution of randomly perturbed quadratic maps as Markov processes

DOI10.1214/105051604000000918zbMATH Open1065.60090arXivmath/0503540OpenAlexW3101196235MaRDI QIDQ1769412FDOQ1769412

Authors: Rabi Bhattacharya, Mukul Majumdar 

Publication date: 21 March 2005

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

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.

Full work available at URL: https://arxiv.org/abs/math/0503540

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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)

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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
• Multiplicative stochastic perturbations of one-dimensional maps
• Limit theorems for monotone Markov processes
• 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

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