Limit theorems for stochastically perturbed dynamical systems
From MaRDI portal
Publication:4842820
DOI10.2307/3215300zbMath0829.60057OpenAlexW4239890972MaRDI QIDQ4842820
Krzysztof Łoskot, Ryszard Rundnicki
Publication date: 16 August 1995
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3215300
central limit theoremergodic theoremcoupling argumentstochastically perturbed dynamical systemsunique stationary probability measure
Central limit and other weak theorems (60F05) Discrete-time Markov processes on general state spaces (60J05) Strong limit theorems (60F15) Ergodic theory (37A99)
Related Items (4)
On statistical properties of the lyapunov exponent of the generalized skew tent map ⋮ Strict stationarity of ar(p) processes generated by nonlinear random functions with additive perturbations ⋮ Asymptotic behaviors of randomly perturbed dynamical systems ⋮ The RPEs of RBCs and other DSGEs
This page was built for publication: Limit theorems for stochastically perturbed dynamical systems