Markov chains in random environments and random iterated function systems

DOI10.1090/S0002-9947-01-02798-2zbMath0976.60095OpenAlexW1949780393MaRDI QIDQ2716149

Örjan Stenflo

Publication date: 6 June 2001

Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/s0002-9947-01-02798-2

zbMATH Keywords

random environmentfractalsiterated function systems

Mathematics Subject Classification ID

Processes in random environments (60K37) Fractals (28A80) Random dynamical systems (37H99)

Related Items (12)

-variable fractals: dimension results ⋮ A survey of average contractive iterated function systems ⋮ On beta distributed limits of iterated linear random functions ⋮ On the ergodicity of certain Markov chains in random environments ⋮ Stationarity and ergodic properties for some observation-driven models in random environments ⋮ On the ergodic control of ensembles ⋮ Tail estimates for stochastic fixed point equations via nonlinear renewal theory ⋮ \(V\)-variable fractals: Fractals with partial self similarity ⋮ An ergodic decomposition defined by transition probabilities ⋮ Markov chains in random environment with applications in queuing theory and machine learning ⋮ Invariant measures for multidimensional fractional stochastic volatility models ⋮ ITERATIONS OF DEPENDENT RANDOM MAPS AND EXOGENEITY IN NONLINEAR DYNAMICS

Cites Work

• On the central limit theorem for Markov chains in random environments
• On direct convergence and periodicity for transition probabilities of Markov chains in random environments
• Markov chains with stochastically stationary transition probabilities
• A multiplicative ergodic theorem for Lipschitz maps
• Ergodic theorems for iterated function systems controlled by regenerative sequences
• Two ergodicity criteria for stochastically recursive sequences
• Large deviations for Markov chains with random transitions
• Perron-Frobenius theorem, large deviations, and random perturbations in random environments
• Limit theorems for random transformations and processes in random environments
• Exact sampling with coupled Markov chains and applications to statistical mechanics
• Invariant Probabilities for Certain Markov Processes
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