Limit theorems for iterated random functions
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Publication:4819468
DOI10.1239/jap/1082999076zbMath1046.60024MaRDI QIDQ4819468
Publication date: 24 September 2004
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/jap/1082999076
cumulants; exponential inequality; Markov chain; central limit theorem; martingale; stationarity; nonlinear time series; fractal; Dini continuity; iterated random function
60G42: Martingales with discrete parameter
60F05: Central limit and other weak theorems
60J10: Markov chains (discrete-time Markov processes on discrete state spaces)
60F17: Functional limit theorems; invariance principles
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