The Annals of Applied Probability
- Ann. Appl. Probab.
- Volume 14, Number 4 (2004), 1802-1809.
Stability in distribution of randomly perturbed quadratic maps as Markov processes
Iteration of randomly chosen quadratic maps defines a Markov process: Xn+1=ɛn+1Xn(1−Xn), where ɛn are i.i.d. with values in the parameter space [0,4] of quadratic maps Fθ(x)=θx(1−x). Its study is of significance as an important Markov model, with applications to problems of optimization under uncertainty arising in economics. In this article a broad criterion is established for positive Harris recurrence of Xn.
Ann. Appl. Probab., Volume 14, Number 4 (2004), 1802-1809.
First available in Project Euclid: 5 November 2004
Permanent link to this document
Digital Object Identifier
Mathematical Reviews number (MathSciNet)
Zentralblatt MATH identifier
Primary: 60J05: Discrete-time Markov processes on general state spaces
Secondary: 60J20: Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) [See also 90B30, 91D10, 91D35, 91E40] 37H10: Generation, random and stochastic difference and differential equations [See also 34F05, 34K50, 60H10, 60H15]
Bhattacharya, Rabi; Majumdar, Mukul. Stability in distribution of randomly perturbed quadratic maps as Markov processes. Ann. Appl. Probab. 14 (2004), no. 4, 1802--1809. doi:10.1214/105051604000000918. https://projecteuclid.org/euclid.aoap/1099674078