Markov processes generated by random iterates of monotone maps : theory and applications

by Mukul Majumdar

The paper is a review of results on the asymptotic behavior of Markov processes generated by i.i.d. iterates of monotone maps. Of particular importance is the notion of splitting introduced by Dubins and Freedman (1966). Some extensions to more general frameworks are outlined, and, finally, a number of applications are indicated.

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Year of publication:	2008
Other Persons:	Majumdar, Mukul (contributor)
Publisher:	Ithaca, NY : Center for Analytical Economics
Subject:	Markov-Kette \| Markov chain \| Theorie \| Theory

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Extent:	Online-Ressource (27 S.)
Series:	CAE working paper. - Ithaca, NY : [Verlag nicht ermittelbar], ISSN 1936-5098, ZDB-ID 2206589-1. - Vol. 08-10
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature
Language:	English
Notes:	Systemvoraussetzungen: Acrobat reader
Other identifiers:	hdl:10419/70445 [Handle]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10003810151