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Markov Processes Generated by Random Iterates of Monotone Maps: Theory and Applications

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  • Majumdar, Mukul

    (Cornell University)

Abstract

The 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.

Suggested Citation

  • Majumdar, Mukul, 2008. "Markov Processes Generated by Random Iterates of Monotone Maps: Theory and Applications," Working Papers 08-10, Cornell University, Center for Analytic Economics.
  • Handle: RePEc:ecl:corcae:08-10
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    File URL: https://cae.economics.cornell.edu/08-10.pdf
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