Limit theorems for iterated random functions by regenerative methods.
type: Item
instance of: scholarly article
title: Limit theorems for iterated random functions by regenerative methods.
zbMATH Open document ID: 1058.60054
DOI: 10.1016/S0304-4149(01)00104-1
author: Gerold Alsmeyer
author: Cheng-Der Fuh
published in: Stochastic Processes and their Applications
publication date: 2005-02-25T00:00:00Z
Mathematics Subject Classification ID: 60J05
Mathematics Subject Classification ID: 60G50
Mathematics Subject Classification ID: 60K05
Mathematics Subject Classification ID: 60G17
zbMATH DE Number: 2138906
zbMATH Keywords: iterated random function
zbMATH Keywords: Lipschitz map
zbMATH Keywords: forward iterations
zbMATH Keywords: backward iterations
zbMATH Keywords: stationary distribution
zbMATH Keywords: Prokhorov metric
zbMATH Keywords: level \(\gamma \) ladder epochs
MaRDI profile type: Publication
cites work: The random difference equation \(X_ n = A_ n X_{n-1} + B_ n\) in the critical case
cites work: Some One-Sided Theorems on the Tail Distribution of Sample Sums with Applications to the Last Time and Largest Excess of Boundary Crossings
cites work: Iterated Random Functions
cites work: A multiplicative ergodic theorem for Lipschitz maps
cites work: Q4039795
cites work: Ergodic theorems for iterated function systems controlled by regenerative sequences
Wikidata QID: Q127213111
description: scientific article; zbMATH DE number 2138906