Abstract
We use McFadden’s integral equations for random RC filters to study the average distribution of Dubins–Freedman processes. These distributions are also stationary probability measures of Markov chains on [0,1], defined by the iteration of steps to the left
Turning to specific examples, we show that, if the distributions of u and
Citation
Christian Mazza. Didier Piau. "Dubins-freedman Processes and RC Filters." Ann. Appl. Probab. 11 (4) 1330 - 1352, November 2001. https://doi.org/10.1214/aoap/1015345405
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