WEAK CONVERGENCE FOR INTERATED RANDOM MAPS

  • Lee, Oe-Sook (DEPARTMENT OF STATISTICS, EWHA WOMANS UNIVERSITY)
  • 발행 : 1998.08.01

초록

We consider a class of discrete parameter processes on a locally compact Polish space $S$ arising from successive compositions of strictly stationary Markov random maps on $S$ into itself. Sufficient conditions for the existence of the stationary solution and the weak convergence of the distributions of $\{\Gamma_n \Gamma_{n-1} \cdots \Gamma_0x \}$ are given.

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