Iterations of random and deterministic functions |
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Authors: | K. B. Athreya |
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Affiliation: | (1) Department of Mathematics, Iowa State University, 400 Carver Hall, 50010-2066 Ames, IA, USA |
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Abstract: | Letf be a probability generating function on [0, 1]. The convergence of its iteratesf n to fixed points is studied in this paper. Results include rates forf andf -1. Also iterates of independent identically distributed stable processes are studied and a trichotomy based on the order of the stability is established. Dedicated to the memory of Professor K G Ramanathan |
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Keywords: | Random maps generating functions iteration stable processes auto regressive processes |
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