Asymptotic behaviors of randomly perturbed dynamical systems

Oesook Lee

Research output: Contribution to journalArticlepeer-review

1 Scopus citations

Abstract

We consider the asymptotic behaviors of certain Markov processes which are generated by successive iterations of independent and identically distributed random maps. For the cases that after some number of iterations, iterated maps are Lipschitzian or satisfy the average contraction condition, we find sufficient conditions under which there exists a urique invariant probability. A functional central limit theorem and a strong law of large numbers are proved for Lipschitzian functions.

Original languageEnglish
Pages (from-to)993-1008
Number of pages16
JournalStochastic Analysis and Applications
Volume17
Issue number6
DOIs
StatePublished - 1999

Fingerprint

Dive into the research topics of 'Asymptotic behaviors of randomly perturbed dynamical systems'. Together they form a unique fingerprint.

Cite this