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 (US) |
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Pages (from-to) | 80-90 |
Number of pages | 11 |
Journal | Journal of Multivariate Analysis |
Volume | 27 |
Issue number | 1 |
DOIs | |
State | Published - Oct 1988 |
Externally published | Yes |
Keywords
- contractions
- functional central limit theorem
- invariant distribution
ASJC Scopus subject areas
- Statistics and Probability
- Numerical Analysis
- Statistics, Probability and Uncertainty