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Volumn 96, Issue 1, 2001, Pages 123-142

Limit theorems for iterated random functions by regenerative methods

Author keywords

60G17; 60J05; 60J15; 60K05; Backward iterations; Forward iterations; Iterated random function; Level ladder epochs; Lipschitz map; Prokhorov metric; Stationary distribution

Indexed keywords


EID: 0041907184     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4149(01)00104-1     Document Type: Article
Times cited : (14)

References (6)
  • 2
    • 0002692442 scopus 로고
    • Some one-sided theorems on the tail distribution of sample sums with applications to the last time and largest excess of boundary crossings
    • Chow Y.S., Lai T.L. Some one-sided theorems on the tail distribution of sample sums with applications to the last time and largest excess of boundary crossings. Trans. Amer. Math. Soc. 208:1975;51-72.
    • (1975) Trans. Amer. Math. Soc. , vol.208 , pp. 51-72
    • Chow, Y.S.1    Lai, T.L.2
  • 3
    • 0002284829 scopus 로고    scopus 로고
    • Iterated random functions
    • Diaconis P., Freedman D. Iterated random functions. SIAM Rev. 41:1999;45-76.
    • (1999) SIAM Rev. , vol.41 , pp. 45-76
    • Diaconis, P.1    Freedman, D.2
  • 4
    • 0001049486 scopus 로고
    • A multiplicative ergodic theorem for Lipschitz maps
    • Elton J.H. A multiplicative ergodic theorem for Lipschitz maps. Stochast. Proc. Appl. 34:1990;39-47.
    • (1990) Stochast. Proc. Appl. , vol.34 , pp. 39-47
    • Elton, J.H.1
  • 6
    • 0032373664 scopus 로고    scopus 로고
    • Ergodic theorems for iterated function systems controlled by regenerative sequences
    • Silvestrov D., Stenflo D. Ergodic theorems for iterated function systems controlled by regenerative sequences. J. Theoret. Probab. 11:1998;589-608.
    • (1998) J. Theoret. Probab. , vol.11 , pp. 589-608
    • Silvestrov, D.1    Stenflo, D.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.