A note on invariance principles for iterated random functions

DOI10.1239/jap/1059060911zbMath1042.60017OpenAlexW2046341486MaRDI QIDQ4462712

Andreas Rudolph, Marius Iosifescu, Ulrich Herkenrath

Publication date: 18 May 2004

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

Full work available at URL: https://doi.org/10.1239/jap/1059060911

zbMATH Keywords

law of the iterated logarithmcentral limit theoreminvariance principleautoregressive processiterated random function

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Discrete-time Markov processes on general state spaces (60J05) Functional limit theorems; invariance principles (60F17)

Related Items

Estimation of stationary probability of semi-Markov chains ⋮ Entropy for semi-Markov processes with Borel state spaces: asymptotic equirepartition properties and invariance principles ⋮ Limit theorems for iterated random functions ⋮ Variations of the elephant random walk ⋮ Estimation of the stationary distribution of semi-Markov processes with Borel state space

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