Random dynamical systems: A review

Rabi Bhattacharya; Mukul Majumdar

doi:10.1007/s00199-003-0357-4

Random dynamical systems: A review

Rabi Bhattacharya, Mukul Majumdar

Mathematics

Research output: Contribution to journal › Article › peer-review

16 Scopus citations

Abstract

This paper provides a review of some results on the stability of random dynamical systems and indicates a number of applications to stochastic growth models, linear and non-linear time series models, statistical estimation of invariant distributions, and random iterations of quadratic maps.

Original language	English (US)
Pages (from-to)	13-38
Number of pages	26
Journal	Economic Theory
Volume	23
Issue number	1
DOIs	https://doi.org/10.1007/s00199-003-0357-4
State	Published - Jan 2004

Keywords

Contractions
Estimation
Random dynamical systems
Splitting
Stability
Stochastic growth
Time series

ASJC Scopus subject areas

Economics and Econometrics

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10.1007/s00199-003-0357-4

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title = "Random dynamical systems: A review",

abstract = "This paper provides a review of some results on the stability of random dynamical systems and indicates a number of applications to stochastic growth models, linear and non-linear time series models, statistical estimation of invariant distributions, and random iterations of quadratic maps.",

keywords = "Contractions, Estimation, Random dynamical systems, Splitting, Stability, Stochastic growth, Time series",

author = "Rabi Bhattacharya and Mukul Majumdar",

year = "2004",

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doi = "10.1007/s00199-003-0357-4",

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KW - Splitting

KW - Stability

KW - Stochastic growth

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Random dynamical systems: A review

Abstract

Keywords

ASJC Scopus subject areas

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