Stability in distribution of randomly perturbed quadratic maps as Markov processes
Bhattacharya, Rabi ; Majumdar, Mukul
Ann. Appl. Probab., Tome 14 (2004) no. 1, p. 1802-1809 / Harvested from Project Euclid
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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.
Publié le : 2004-11-14
Classification:  Quadratic maps,  Markov process,  invariant probability,  60J05,  60J20,  37H10 
@article{1099674078,
     author = {Bhattacharya, Rabi and Majumdar, Mukul},
     title = {Stability in distribution of randomly perturbed quadratic maps as Markov processes},
     journal = {Ann. Appl. Probab.},
     volume = {14},
     number = {1},
     year = {2004},
     pages = { 1802-1809},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1099674078}
}

Bhattacharya, Rabi; Majumdar, Mukul. Stability in distribution of randomly perturbed quadratic maps as Markov processes. Ann. Appl. Probab., Tome 14 (2004) no. 1, pp.  1802-1809. http://gdmltest.u-ga.fr/item/1099674078/