Random Iterates of Monotone Maps
In this paper we prove the existence, uniqueness and stability of the invariant distribution of a random dynamical system in which the admissible family of laws of motion consists of monotone maps from a closed subset of a finite dimensional Euclidean space into itself.
Year of publication: |
2008-12
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Authors: | Bhattacharya, Rabi ; Majumdar, Mukul |
Institutions: | Center for Analytic Economics, Department of Economics |
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