Random walks generated by affine mappings

DOI10.1007/BF01246627zbMath0644.60064MaRDI QIDQ1102629

Marc A. Berger, Halil Mete Soner

Publication date: 1988

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

zbMATH Keywords

invariant measureergodic Markov chainrandom affine mapunique stationary asymptotic distribution

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Related Items (2)

Mixing Markov Chains and Their Images ⋮ Invariant (fractal) vector measures as fixed points of Markov-type operators

Cites Work

• Random matrix products and measures on projective spaces
• Invariant measures for Markov processes arising from iterated function systems with place-dependent probabilities
• On a stochastic difference equation and a representation of non–negative infinitely divisible random variables
• Ergodic Properties of Recurrent Diffusion Processes and Stabilization of the Solution to the Cauchy Problem for Parabolic Equations
• The stochastic equation Y_n+1=A_nY_n + B_n with stationary coefficients

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