Ergodic theorems for Markov chains represented by iterated function systems

By Orjan Stenflo. 2001

54 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/c0e0deb9d76ac725034ae69b69724a1bd235210f

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1. Adrian Alva
2. Orjan Stenflo

Citations in the corpus

• Accuracy of simulations for stochastic dynamic models (2005, background): “, Sten‡o (2001)] Let f be a Lipschitz function with constat L.”
• Estimating Macroeconomic Models: A Likelihood Approach (2007, unknown): “Corollary 5 shows how a draw n w t|t−1,i 1 , s t|t−1,i 0 oN i=1 from p (W t1, S0|Y t−1; γ) can be used to get a draw © wt,i1 , s t,i 0 ªN i=1 from p (W t1, S0|Yt; γ).”
• Uniqueness of Invariant Measures for Place-Dependent Random Iterations of Functions (2002, methodology): “(Stenflo (2001)) Let w1 and w2 be two maps from [0, 1] into itself defined by w1(x) = σx and w2(x) = α + (1 − α)x, where both 0 σ α 1 are constant parameter values.”