Central limit theorems for iterated random Lipschitz mappings.
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Publication:1879811
DOI10.1214/009117904000000469zbMath1062.60017arXivmath/0410103OpenAlexW3106234427MaRDI QIDQ1879811
Publication date: 15 September 2004
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0410103
Central limit and other weak theorems (60F05) Discrete-time Markov processes on general state spaces (60J05)
Related Items (25)
Berry-Esseen bound and precise moderate deviations for products of random matrices ⋮ Transfer operators for contractive Markov systems and stochastic stability of the invariant measure ⋮ A uniform Berry-Esseen theorem on \(M\)-estimators for geometrically ergodic Markov chains ⋮ Precise large deviation asymptotics for products of random matrices ⋮ Renewal theorem for strongly ergodic Markov chains : application to Lipschitz iterative models ⋮ Limit theorems for stationary Markov processes with \(L^{2}\)-spectral gap ⋮ On the Kesten–Goldie constant ⋮ Convergence to stable laws for multidimensional stochastic recursions: the case of regular matrices ⋮ Central limit theorems for Gromov hyperbolic groups ⋮ The spectral method and the central limit theorem for general Markov chains ⋮ Heavy tail phenomenon and convergence to stable laws for iterated Lipschitz maps ⋮ Some limits related to random iterations of a lamplighter group ⋮ A renewal theorem for strongly ergodic Markov chains in dimension \(d \geq 3\) and centered case ⋮ DISTRIBUTIONAL AND LOCAL LIMIT LAWS FOR A CLASS OF ITERATED MAPS THAT CONTRACT ON AVERAGE ⋮ Empirical processes of multidimensional systems with multiple mixing properties ⋮ Stable laws and spectral gap properties for affine random walks ⋮ Convergence to stable laws for a class of multidimensional stochastic recursions ⋮ The Nagaev-Guivarc’h method via the Keller-Liverani theorem ⋮ Iterated random functions and regularly varying tails ⋮ A simple proof of heavy tail estimates for affine type Lipschitz recursions ⋮ Rate of convergence in the central limit theorem for strongly ergodic Markov chains ⋮ Coupled iterated function systems that contract on average ⋮ Stochastic recursions: between Kesten's and Grincevičius-Grey's assumptions ⋮ The spectral method and the central limit theorem for general Markov chains ⋮ Annealed and quenched limit theorems for random expanding dynamical systems
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