Contractivity and Ergodicity of the Random Map X → |x − Θ| *

نویسنده

  • J. C. MATTINGLY
چکیده

The long time behavior of the random map xn → xn+1 = |xn − θn| is studied under various assumptions on the distribution of the θn. One of the interesting features of this random dynamical system is that for a single fixed deterministic θ the map is not a contraction, while the composition is almost surely a contraction if θ is chosen randomly with only mild assumptions on the distribution of the θ’s. The system is useful as an explicit model where more abstract ideas can be explored concretely. We explore various measures of convergence rates, hyperbolically from randomness, and the structure of the random attractor.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Stochastic Dynamical Systems with Weak Contractivity Properties I. Strong and Local Contractivity Marc Peigné and Wolfgang Woess with a Chapter Featuring Results of Martin Benda

Consider a proper metric space X and a sequence (Fn)n≥0 of i.i.d. random continuous mappings X → X. It induces the stochastic dynamical system (SDS) X n = Fn ◦ · · · ◦ F1(x) starting at x ∈ X. In this and the subsequent paper, we study existence and uniqueness of invariant measures, as well as recurrence and ergodicity of this process. In the present first part, we elaborate, improve and comple...

متن کامل

Stochastic Dynamical Systems with Weak Contractivity Properties Marc Peigné and Wolfgang Woess with a Chapter Featuring Results of Martin Benda

Consider a proper metric space X and a sequence (Fn)n≥0 of i.i.d. random continuous mappings X → X. It induces the stochastic dynamical system (SDS) X n = Fn ◦ · · · ◦ F1(x) starting at x ∈ X. In this paper, we study existence and uniqueness of invariant measures, as well as recurrence and ergodicity of this process. In the first part, we elaborate, improve and complete the unpublished work of ...

متن کامل

Estimating a Bounded Normal Mean Under the LINEX Loss Function

Let X be a random variable from a normal distribution with unknown mean θ and known variance σ2. In many practical situations, θ is known in advance to lie in an interval, say [−m,m], for some m > 0. As the usual estimator of θ, i.e., X under the LINEX loss function is inadmissible, finding some competitors for X becomes worthwhile. The only study in the literature considered the problem of min...

متن کامل

Bayesian approach to maximum likelihood estimation

Suppose that we start with a “prior” probability distribution g(θ) on parameters, which represents our knowledge (such as the frequencies of the 4 different nucleotides in the DNA of a given species) before running an experiment. Next, we run an experiment (e.g., sequencing a particular segment of DNA), and observe an outcome x. Bayes’s rule tells us that P (θ|x) = P (x|θ)g(θ) P (x) . In the ra...

متن کامل

Convolution and Equidistribution: Sato-tate Theorems for Finite Fields Mellin Trans- Forms

The story of equidistribution in number theory began about a hundred years ago with H. Weyl's paper [18] concerning the distribution of sequences of real numbers modulo 1, and more generally that of points in euclidean space modulo a lattice. The theme of equidistribution has since become one of the most important unifying viewpoints in number theory. Equidistribution statements exist in many a...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2003