Iterated Random Functions
From MaRDI portal
Publication:4255824
DOI10.1137/S0036144598338446zbMath0926.60056WikidataQ100329963 ScholiaQ100329963MaRDI QIDQ4255824
Persi Diaconis, David Freedman
Publication date: 27 June 1999
Published in: SIAM Review (Search for Journal in Brave)
60F05: Central limit and other weak theorems
60J05: Discrete-time Markov processes on general state spaces
Related Items
Unnamed Item, A note on invariance principles for iterated random functions, Recurrence properties of autoregressive processes with super-heavy-tailed innovations, On Hilbert, Fourier, and wavelet transforms, Unnamed Item, Limit theorems for iterated random functions, Fourier transforms of stationary processes, How to Construct a Random Probability Measure, WEAK DEPENDENCE: MODELS AND APPLICATIONS TO ECONOMETRICS, An excursion-theoretic approach to stability of discrete-time stochastic hybrid systems, Consistency of Markov chain quasi-Monte Carlo on continuous state spaces, A Lévy input model with additional state-dependent services, Input-output properties of the Page-Hinkley detector, A survey of max-type recursive distributional equations, Gene expression dynamics in randomly varying environments, Asymptotic results for sample autocovariance functions and extremes of integrated generalized Ornstein-Uhlenbeck processes, Kernel estimation for time series: an asymptotic theory, Multivariate linear recursions with Markov-dependent coefficients, Novel computation of the growth rate of generalized random Fibonacci sequences, Quantitative bounds for Markov chain convergence: Wasserstein and total variation distances, Split invariance principles for stationary processes, Absolute regularity and ergodicity of Poisson count processes, Asymptotics of stationary solutions of multivariate stochastic recursions with heavy tailed inputs and related limit theorems, A Bernstein type inequality and moderate deviations for weakly dependent sequences, Heavy tail phenomenon and convergence to stable laws for iterated Lipschitz maps, Convergence to stable laws for a class of multidimensional stochastic recursions, Recursive estimation of time-average variance constants, Tail-homogeneity of stationary measures for some multidimensional stochastic recursions, On distributional properties of perpetuities, Feller processes on nonlocally compact spaces, An empirical central limit theorem for dependent sequences, Extremal behaviour of models with multivariate random recurrence representation, Asymptotic theory for curve-crossing analysis, \(V\)-variable fractals: Fractals with partial self similarity, Weakly dependent chains with infinite memory, Effective branching splitting method under cost constraint, Stylized facts from a threshold-based heterogeneous agent model, \(M\)-estimation of linear models with dependent errors, Asymptotic results for the empirical process of stationary sequences, Rates of convergence of some multivariate Markov chains with polynomial eigenfunctions, Random walks and hyperplane arrangements, On the exact simulation of functionals of stationary Markov chains, Random motions, classes of ergodic Markov chains and beta distributions, Limit theorems for iterated random functions by regenerative methods., One-shot coupling for certain stochastic recursive sequences., Stability and the Lyapounov exponent of threshold AR-ARCH models, Functional limit theorem for the empirical process of a class of Bernoulli shifts with long memory, New dependence coefficients. Examples and applications to statistics, Random logistic maps and Lyapunov exponents, Dubins-Freedman processes and RC filters, Central limit theorems for iterated random Lipschitz mappings., On weighted \(U\)-statistics for stationary processes., The tail of the stationary distribution of a random coefficient \(\text{AR}(q)\) model., Dynamical systems and numerical analysis: The study of measures generated by uncountable I.F.S., Functionals of Dirichlet processes, the Cifarelli-Regazzini identity and beta-gamma processes, Limit theorems for monotone Markov processes, Asymptotic spectral theory for nonlinear time series, Strong invariance principles for dependent random variables, Stochastic gene expression in switching environments, Some limits related to random iterations of a lamplighter group, Approximation of invariant measures for random iterations, On linear processes with dependent innovations, Contracting on average random IFS with repelling fixed point, Polynomial ergodicity of Markov transition kernels., A new covariance inequality and applications., On the Bahadur representation of sample quantiles for dependent sequences, DUAL SKEW PRODUCTS, GENERICITY OF THE EXACTNESS PROPERTY AND FINANCE, The Nagaev-Guivarc’h method via the Keller-Liverani theorem, Generalised kernel smoothing for non-negative stationary ergodic processes, Postmodel selection estimators of variance function for nonlinear autoregression, On Barycentric Subdivision, On the Set of Limit Points of Normed Sums of Geometrically Weighted I.I.D. Bounded Random Variables, Invariance principles for iterated maps that contract on average, RANDOM DYNAMICAL SYSTEMS ON ORDERED TOPOLOGICAL SPACES, Asymptotic measures of random logistic maps, Asymptotic Behavior of Poisson Kernels on NA Groups, Explicit invariant measures for products of random matrices, Left invertibility of discrete systems with finite inputs and quantised output, Stability of nonlinear stochastic recursions with application to nonlinear AR-GARCH models
