Random iterates of monotone maps

Rabi Bhattacharya; Mukul Majumdar

doi:10.1007/s10058-008-0064-5

Random iterates of monotone maps

Rabi Bhattacharya, Mukul Majumdar

Mathematics

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

3 Scopus citations

Abstract

In this paper we prove the existence, uniqueness and stability of the invariant distribution of a random dynamical system in which the admissible family of laws of motion consists of monotone maps from a closed subset of a finite dimensional Euclidean space into itself.

Original language	English (US)
Pages (from-to)	185-192
Number of pages	8
Journal	Review of Economic Design
Volume	14
Issue number	1-2
DOIs	https://doi.org/10.1007/s10058-008-0064-5
State	Published - 2010

Keywords

Convergence
Invariant distribution
Markov processes
Random dynamical systems

ASJC Scopus subject areas

Economics, Econometrics and Finance(all)

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10.1007/s10058-008-0064-5

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abstract = "In this paper we prove the existence, uniqueness and stability of the invariant distribution of a random dynamical system in which the admissible family of laws of motion consists of monotone maps from a closed subset of a finite dimensional Euclidean space into itself.",

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AU - Bhattacharya, Rabi

AU - Majumdar, Mukul

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KW - Convergence

KW - Invariant distribution

KW - Markov processes

KW - Random dynamical systems

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Random iterates of monotone maps

Abstract

Keywords

ASJC Scopus subject areas

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