Asymptotic behaviors of randomly perturbed dynamical systems
作者:
Oesook Lee,
期刊:
Stochastic Analysis and Applications
(Taylor Available online 1999)
卷期:
Volume 17,
issue 6
页码: 993-1008
ISSN:0736-2994
年代: 1999
DOI:10.1080/07362999908809646
出版商: Marcel Dekker, Inc.
数据来源: Taylor
摘要:
We consider the asymptotic behaviors of certain Markov processes which are generated by successive iterations of independent and identically distributed random maps. For the cases that after some number of iterations, iterated maps are Lipschitzian or satisfy the average contraction condition, we find sufficient conditions under which there exists a unique invariant probability. A functional central limit theorem and a strong law of large numbers are proved for Lipschitzian functions
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