Nonuniform random transformations
O'Cinneide, C. A. ; Pokrovskii, A. V.
Ann. Appl. Probab., Tome 10 (2000) no. 2, p. 1151-1181 / Harvested from Project Euclid
With a given transformation on a finite domain, we associate a three-dimensional distribution function describing the component size, cycle length and trajectory length of each point in the domain.We then consider a random transformation on the domain, in which images of points are independent and identically distributed. The three-dimensional distribution function associated with this random transformation is itself random. We show that, under a simple homogeneity condition on the distribution of images, and with a suitable scaling, this random distribution function has a limit law as the number of points in the domain tends to $\infty$. The proof is based on a Poisson approximation technique for matches in an urn model. The result helps to explain the behavior of computer implementations of chaotic dynamical systems.
Publié le : 2000-11-14
Classification:  Random mappings,  chaotic dynamical systems,  urn models,  Poisson approximations,  60F05,  60C05
@article{1019487611,
     author = {O'Cinneide, C. A. and Pokrovskii, A. V.},
     title = {Nonuniform random transformations},
     journal = {Ann. Appl. Probab.},
     volume = {10},
     number = {2},
     year = {2000},
     pages = { 1151-1181},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1019487611}
}
O'Cinneide, C. A.; Pokrovskii, A. V. Nonuniform random transformations. Ann. Appl. Probab., Tome 10 (2000) no. 2, pp.  1151-1181. http://gdmltest.u-ga.fr/item/1019487611/