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Random dynamical systems: a review

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Author Info
Rabi Bhattacharya ()
Mukul Majumdar ()
Abstract

This paper provides a review of some results on the stability of random dynamical systems and indicates a number of applications to stochastic growth models, linear and non-linear time series models, statistical estimation of invariant distributions, and random iterations of quadratic maps. Copyright Springer-Verlag Berlin/Heidelberg 2003

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File URL: http://hdl.handle.net/10.1007/s00199-003-0357-4
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Publisher Info
Article provided by Springer in its journal Economic Theory.

Volume (Year): 23 (2003)
Issue (Month): 1 (December)
Pages: 13-38
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Handle: RePEc:spr:joecth:v:23:y:2003:i:1:p:13-38

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Related research
Keywords: Random dynamical systems; Stability; Splitting; Contractions; Stochastic growth; Time series; Estimation.;

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  1. Manuel S. Santos & Adrian Peralta-Alva, 2003. "Accuracy of Simulations for Stochastic Dynamic Models," Levine's Bibliography 666156000000000264, UCLA Department of Economics. [Downloadable!]
    Other versions:
  2. Manuel S. Santos, 2003. "Simulation-Based Estimation Of Dynamic Models With Continuous Equilibrium Solutions," Economics Working Papers we034716, Universidad Carlos III, Departamento de Economía. [Downloadable!]
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This page was last updated on 2009-11-25.


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