Abstract
We consider a class of discrete parameter Markov processes on a complete separable metric space S arising from successive compositions of i.i.d. random maps on S into itself, the compositions becoming contractions eventually. A sufficient condition for ergodicity is found, extending a result of Dubins and Freedman [8] for compact S. By identifying a broad subset of the range of the generator, a functional central limit theorem is proved for arbitrary Lipschitzian functions on S, without requiring any mixing type condition or irreducibility.
| Original language | English |
|---|---|
| Pages (from-to) | 80-90 |
| Number of pages | 11 |
| Journal | Journal of Multivariate Analysis |
| Volume | 27 |
| Issue number | 1 |
| DOIs | |
| State | Published - Oct 1988 |
Bibliographical note
Funding Information:supported by NSF Grant DMS 8503358.
Keywords
- contractions
- functional central limit theorem
- invariant distribution