Asymptotic behavior for Markovian iterated function systems

DOI10.1016/j.spa.2021.04.009zbMath1469.60222OpenAlexW3158131114MaRDI QIDQ2029769

Cheng-Der Fuh

Publication date: 4 June 2021

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2021.04.009

zbMATH Keywords

Markov chainstationary distribution

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Central limit and other weak theorems (60F05) Discrete-time Markov processes on general state spaces (60J05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Markov renewal processes, semi-Markov processes (60K15)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Efficient likelihood estimation in state space models
• Markov additive processes. I: Eigenvalue properties and limit theorems
• Iteration of Möbius transformations and attractors on the real line
• Markov chains and stochastic stability
• Recurrent iterated function systems
• Stationarity of GARCH processes and of some nonnegative time series
• A limit theorem for Markov chains in compact metric spaces with applications to products of random matrices
• A multiplicative ergodic theorem for Lipschitz maps
• On the Markov renewal theorem
• Dynamic linear models with Markov-switching
• Autoregressive conditional heteroskedasticity and changes in regime
• SPRT and CUSUM in hidden Markov models
• Locally contractive iterated function systems
• Asymptotic behavior for iterated functions of random variables
• Stochastic stability of monotone economies in regenerative environments
• Limit theorems for iterated random functions by regenerative methods.
• A contractivity condition for iterated function systems
• On the nonuniqueness of the invariant probability for i. i. d. random logistic maps
• Poisson equation, moment inequalities and quick convergence for Markov random walks.
• Uniform Markov renewal theory and ruin probabilities in Markov random walks.
• Stochastically recursive sequences and their generalizations
• The stochastic equation Y_t+1 = A_tY_t + B_t with non-stationary coefficients
• Asymptotic expansions in multidimensional Markov renewal theory and first passage times for Markov random walks
• A survey of average contractive iterated function systems
• Robust Recursive State Estimation With Random Measurement Droppings
• Iterated function systems and the global construction of fractals
• A new class of markov processes for image encoding
• A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
• Wald's equations, first passage times and moments of ladder variables in Markov random walks
• Iterated Random Functions
• Quickest Change Detection and Kullback-Leibler Divergence for Two-State Hidden Markov Models
• AN OVERVIEW OF SOME STOCHASTIC STABILITY METHODS(<Special Issue>Network Design, Control and Optimization)
• Limit theorems for iterated random functions
• Forward sensitivity analysis for contracting stochastic systems
• Nonlinear system theory: Another look at dependence
• Two probability theorems and their application to some first passage problems

This page was built for publication: Asymptotic behavior for Markovian iterated function systems