Speed of stochastic locally contractive systems.

DOI10.1214/aop/1068646377zbMath1046.60067OpenAlexW2013049310MaRDI QIDQ1433891

Sara Brofferio

Publication date: 1 July 2004

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.aop/1068646377

zbMATH Keywords

stabilityrandom walkslimit theoremsrandom coefficient autoregressive modeliterated functions systemcontractive system

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

Related Items (3)

Poisson boundary for finitely generated groups of rational affinities ⋮ Tail homogeneity of invariant measures of multidimensional stochastic recursions in a critical case ⋮ The Poisson boundary of random rational affinities

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