On the Harris recurrence of iterated random Lipschitz functions and related convergence rate results

DOI10.1023/A:1022290807360zbMath1022.60067OpenAlexW2215889408MaRDI QIDQ1868453

Gerold Alsmeyer

Publication date: 27 April 2003

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

Full work available at URL: https://doi.org/10.1023/a:1022290807360

zbMATH Keywords

total variationiterated function systemLipschitz constantLyapunov exponentgeometric ergodicityLipschitz mapdrift conditionstrictly contractiveHarris recurrence\(f\)-ergodicitylevel \(\gamma\) ladder epoch

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05)

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