Markov Processes Generated by Random Iterates of Monotone Maps: Theory and Applications
AbstractThe paper is a review of results on the asymptotic behavior of Markov processes generated by i.i.d. iterates of monotone maps. Of particular importance is the notion of splitting introduced by Dubins and Freedman (1966). Some extensions to more general frameworks are outlined, and, finally, a number of applications are indicated.
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Bibliographic InfoPaper provided by Cornell University, Center for Analytic Economics in its series Working Papers with number 08-10.
Date of creation: Dec 2008
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